The Session Manager extension can be used to save multiple sessions.

The sessionstore.bak file will be located inside the profile folder, for details on accessing the profile folder see wither the profiles article or http://kb.mozillazine.org/Profile_folder_-_Firefox

If you have already re-opened and closed Firefox since you lost the previous session, the backup file will have been overwritten.

I couldn't find the sessionstore.bak file in my profile folder. I have reopened firefox after I have lost my sessions. The bak file should be there even if it is overwritten but I can't see it.

Isn't there any other solution to this kind of problem? I open several tabs and like to keep this for future ref. I don't want to bookmark.

The session manager add-on I linked to above can save details of multiple sessions.

Sessionstore.bak is only created after a crash has occurred to make it possible to retry recovering the crashed session more than once. If that file has been present in the Firefox Profile Folder then it has been created at the last crash and doesn't have the session data of your previous session.

You can try to look in the History sidebar or Library (History > Show All History) to see if you can recognize the websites that you have visited. You can change the sort order to Last Visited if necessary.

See also http://kb.mozillazine.org/Viewing_the_browsing_history_-_Firefox

Apparently new in FireFox 4, possibly due to customer demand, there is a selection to Restore Previous Session in the History menu. Unfortunately, I must use it way too OFTEN.

This is a lifesaver, Checking under History there it was under recently closed tabs, so the answer is not to panic, not to close firefox, just go to Recently Closed Tabs under history. Phew!