Bueno estuve investigando un poco y encontre esta solucion en el foro XDA, la estoy probando ya les contare:
Originally Posted by Prerna 
Same issue here: when I open a 2nd application on top of another, the 1st application often closes fully. Is it intentional or some bug?
I think I found the reason behind this - I believe its the HTC X-Button Task Manager.
There are 2 options you can try, both involve changing stuff in the Registry.
Option 1: Disable AutoKill.
HKCU\Software\HTC\TaskManager
Change the value of "EnableAutoKill" to 0. (Default is 1).
Option 2: Change the AutoKill free memory threshold.
HKCU\Software\HTC\TaskManager
Leave "EnableAutoKill" at 1.
Changing the value of "MemoryThreshold" from its default of 0x900000 (hex) to something smaller like 0x300000 (hex).
This will make the AutoKill happen when you have about 3.1Mb free RAM left.
Reboot for any changes to take effect (do a shutdown and startup).