I think you can use activity.fininsh. maybe use it in the activity_keypress event. check for keycode=keycodes.keycode_back? Return true. That's what I use and it seems to work. Maybe try it in the Pause event?
Sub Activity_KeyPress (KeyCode As Int) As Boolean 'Return True to consume the event
Select Case KeyCode
Case KeyCodes.KEYCODE_BACK
'sould we confirm action??
Activity.Finish
Return True
End Select
End Sub