I've had a few users that have had issues with the JAM! app and have needed to stop it or restart it.  On older devices, this is as easy as pressing the home (square) button to leave the app.

On 3rd generation and newer devices running iOS4 or later, Apple introduced Multitasking:
http://en.wikipedia.org/wiki/IOS#Multitasking
Multitasking allows apps to continue to run even when the user presses the home button to leave the current app.

To view currently running apps and stop an app, follow these instructions from Apple:

From the Home screen, double-click the Home button to display recently used apps.
Tap and hold the app until a red minus appears. Tap the red minus to quit the app.
Tap on the Home screen, above, to return.

For more information on multitasking and how to force an app to close, visit the following link to Apple's website:
http://support.apple.com/kb/ht4211