I need to save a big file, sometime it takes a very long time to finish, user might just close the application. I am wondering whether the iPhone SDK could take over the unfinished big task.
Appears iPhone's own mail system could do background send. I prepared a email, click send, then close the mail app immediately. In home page, after several seconds, I heard a sound and the email was delivered.
You're out of luck. Only Apple's own apps are allowed to operate in the background. But I think your app gets some time to finish up when the user closes the app.
You can't run the app in the background as PEZ says. However you could spin off a thread to perform the task and then at least the user can get on with doing other things in your application.
If I remember correctly, your app gets 5 seconds between the user pressing the home button and the iPhone OS killing it if you're not done.