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Apps Organizer can do it. You add labels to the programs you want and then can add those labels as a folder to the home screen. Once you launch a program from the apps organizer folder it is closed when you go back to the home screen.

edit: abcOrganizer appears to be better. It's from the same developer and I'm guessing newer. It has added functionality with bookmarks and contacts along with programs.

You also have to go into the settings and check "Close after launch" to make the folders close when you open a program in it.
 
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