Try downloading "Dolphin Browser" from the Android Market and give that a shot. I suspect you'll like it a lot better, and the menu button DOES bring up an EXIT option to close it out immediately (also gives you the option to clear out your cache when you exit).

As for listening to football, you should try downloading "XiiaLive Lite" from Android Market. It provides what I feel to be the BEST radio experience and doesn't unintentionally pause in the background.

Give these two a try for a week and come back and let me know what you think.

It sounded to me like he meant the default Google browser. I don't much like it either.