Lion adding an empty desktop when full-screening an application
Full-screening an application puts that application on a new "desktop" to the right of the desktop it was on.  You started with Safari on desktop 2 and Sparrow on desktop 3 and fullscreened both, which left desktop 2 and 3 blank (they don't get closed just because they are blank) and the fullscreened apps to the right of where they were.

If you don't want the blanks, just fullscreen from your original desktop directly.

This is working the way it should as far as I can see.