To solve this you have to hit the button at the front bottom twice and then is reveals all the programs that are running. Hold down on any of the programs icons and they shake and get a red minus sign on them. Then you can shut off what you aren't using. A pain and inconvenience.
I think you're confusing that with Android. In Android, the background programs remain running, sucking up battery. This is traditional free-for-all multitasking. Every program that wants a slice of CPU gets it.
In iOS since version 4, background programs are suspended by default, don't take one cycle of CPU time. There are limited exceptions: audio programs can play audio, VOIP can process calls, and an app will be allowed to complete certain things it started (such as a file download). There are a couple others, but you get the idea.
So if you're running Skype and audio in the background while playing a game, yes, your system may be taxed and the battery will drain more quickly. But if you have IMDB, Safari, Chess, etc., in the background, they're not draining your battery because they're suspended.