Um, I think you guys are missing the point: This is an iPhone forum, so clearly the original poster is talking about Safari on the iPhone... there are no docks and little red buttons.
To guant:
Unfortunately, when you "close" Safari on the iPhone, all you're doing is leaving it where it was and going back to the home screen. I'm not sure if you can set up a home page for Safari to default to, but if it is possible I'd check in the phone settings first.