Firefox 4 saves the previous session automatically, so there is no longer need for the dialog asking if you want to save the current session.
Use "File > Exit" or "Firefox > Exit" if you want to restore multiple windows.
You can use "Firefox > History > Restore Previous Session" to get the previous session at any time.
There is also a "Restore Previous Session" button on the default about:home Home page.

Another possibility is to use:

• Firefox/Tools > Options > General > Startup: "When Firefox Starts": "Show my windows and tabs from last time"

Thanks. I don't see the 2nd possibility and I would like that; I don't see "startup" anywhere. I do see the "History" idea. Is there a way to go back to 3.6? Thanks again...

Do you have the orange Firefox button visible or do you see the menu bar with File, Edit, View , History ?

Did you look in the History submenu?

You can set the warn prefs on the about:config page to true via the right-click context menu or toggle the value with a double left-click.

• browser.showQuitWarning, see http://blog.zpao.com/post/3174360617/about-that-quit-dialog
• browser.tabs.warnOnClose, see http://kb.mozillazine.org/About%3Aconfig_entries
• browser.warnOnQuit , see http://kb.mozillazine.org/browser.warnOnQuit
• browser.warnOnRestart , see http://kb.mozillazine.org/browser.warnOnRestart

To open the about:config page, type about:config in the location (address) bar and press the "Enter" key, just like you type the url of a website to open a website.
If you see a warning then you can confirm that you want to access that page.
You can use the Filter bar at to top of the about:config page to locate a pref more easily.

That did it... thanks cor-el! Moshe

You're welcome