Nokia's Series 40 phones (there is no S40) are not based on Symbian. They use a proprietary Nokia OS and a Java application framework on top. You can run java apps on it but not Symbian (sis) ones.
Series 40 is not a multitasking OS, there are only a few built-in apps (radio, music player, IM) which may run in the background and that too only in the newest models. To make sure to stop them, open them and hit the Exit option.