One of the most heralded new features of iPhone 3.0 is Push notifications. That means that even though an application is still not allowed to run in the background, it can periodically call home for information and display a message and/or badge to let you know of changes.
This can be incredibly useful or incredibly annoying. I can’t stand applications that display a badge I already read. When I’ve ready the alert, take the badge away unless you have something new to tell me. And I certainly will never, ever authorize a game to notify me of anything (I’m talking to you, Tap Tap Revenge). Just because a feature is there doesn’t mean you have to use it.