Close open application?

how can i close all my open application in my iphone 3g?
i read that by clicking twice on the home button i can close these application but this work on my iphone 4g but with my iphoen 3 g its not working .
and i have version 4.2.1
soo what i should do?

Why do you need to do this? Even on the 4s that brings up a list of recently used apps and you can "close" them (actually remove them from the list) one at a time. I usually have about 70 or so in the list at all times.

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