Can't remember the names of the apps that I used to use, but I using
Spb Pocket Plus now. You can optimize how the 'X' button is used. It also comes with four other features:
1. Battery, Memory, Light, Storage card Today screen. Also lets you include shortcuts to other programs on the today screen.
2. Repeating Alarms
3. PIE plugin- full screen and multiple windows
4. 2003 start up fix- description from app- "Removes duplicate records from notification database appearing at every soft reset on Pocket PC 2003 devices."
I chose Pocket Plus because it replaces two other programs that I was using while adding the 'X' = close feature. However, I've seen programs out there that simply close apps. I'd hit the Software link and search there if you want one of these.