It sounds like the programs are working the way they are supposed to. Unless you close the program, it will return to the same place it was when you left.
Double click the home button and see if the icons show at the bottom. If they do, then the program is still open. To close it hold your finger on one until the minus sign shows in the upper left corner. Touch the minus sign. When the icon disappears, the program is closed.
It's a good idea to close the open programs every so often.