I also remember changing this option to turn badge notifications on. Just had a look for it to see if you can turn it off and I can't find it.
I'm sure it was buried somewhere in the advanced options.
EDIT: Found it.
Do a pinch gesture on the home screen to access home screen editor.
Go to more settings. - It's right there.
What app do you want them for?
The badge notifications only come up if you clear the notifications bar without opening them.