Some players have found that the following steps fix this issue:

  1. Open your app list and tap the "settings"
  2. Select the "Applications" or "Apps" option. The exact wording will depend on your device
  3. Tap "Manage Applications".
  4. Select "Running" at the top of your Manage Applications window.
  5. View your list of running applications.
  6. Select the app that you want to close and tap the "Stop" button to fully close the app.

If the instructions above do not work, please try turning your device off and then on again.