This is just something unfortunate for people who are still using iPhone 3G and not 3GS.

According to the Apple event on iPhone OS 4.0 on the 9 Apr 2010, the new multi-tasking feature available in the new OS 4.0 is not supported on the iPhone 3G model so you will have to either wait for the iPhone 4G to be released or trade in to buy a iPhone 3GS so that you can update to the latest iPhone 0S 4.0 when it is released sometime in June.

You can refer to the previous post over here: