Firefox now always stores the old session, and you can access it by going to the History menu and selecting "Restore Previous Session"

If you want Firefox to display the message to save the session, it can be turned back on by changing some preferences.

1. Type about:config into the location bar and press enter
2. Accept the warning message that appears, you will be taken to a list of preferences
3. Locate the preference browser.tabs.warnOnClose, if its value is set to false, double-click on it to change its value to true
4. Repeat this for these 3 preferences browser.warnOnQuit, browser.warnOnRestart and browser.showQuitWarning

If you always open the last set of tabs, an alternative approach is this:

1. Click the orange Firefox button, then select options to open the options window
2. Go to the General panel
3. Change the setting "When Firefox starts" to "Show my windows and tabs from last time"

TonyE, I would like to take your alternative approach but I do not have the firefox button in my browser ?? I have FF4 installed??

goodtyneguy, to open the Options window if you have the old style menus, in the Tools menu select Options.

If you want to switch to tthe new style interface you need to hide the menu bar. To do that in the View menu select Toolbars, then click on the "Menu Bar" entry.

If you need access to the menus you can press either Alt or F10 to temporarily display them.

TonyE's solution works perfectly. Many thanks; (but why has Mozilla suppressed this important feature as the default setting in 4.0? and not told anyone?)