What's with the one guy that goes through the Android Market and rates every app as 3 stars - "Really needs A exit close app button"? None of the apps on Android need an exit button. It's a waste of screen space and Google designed Android's multitasking not to require that the app be closed manually.
Don't take my word for it. Go to the source. This Radioactive Yak article explains it quite nicely. The author's an Android Developer Advocate employed by Google in case you failed to notice that in his About Me tab.
There shall never be a button named "Exit" wasting valuable screen real estate in any of my Android apps. Don't bother asking for one. Press the Home key instead.