If you dont have it running in the background it shouldnt take up any battery power. The way you can check this is if you press and hold the menu button (the little blackberry symbol) it will bring out a task manager and all you have to do is go to the program you want to quit and press the blackberry button again and select close. To optimise your battery, you should turn your brightness down and also decrease the standby time. I usually put my phone on standby mode whenever i want to save battery. If you have the new Blackberry 8900 then you would push the lock button on the top and then hold the mute button on the right of that and do the opposite if you want to get back to your phone.
Good Luck!