With the release of Firefox 4,(12) it seems they have disabled the “Do you want to save tabs for next time Firefox starts?” message. Here’s how you get it back:
1) Open Firefox
2) Type into the address bar “about:config” – without the quote marks – and press enter
3) If prompted click the button marked “I’ll be careful, I promise” – This won’t be harmful to your system as long as you don’t go randomly clicking around
4) In the filter bar type “browser.showQuitWarning” and press enter 5) There should only be one item in the list, double click it to set it to true (It will go bold)
6) Try closing Firefox with multiple tabs open, and enjoy.