no "save Tabs on exit"
One change in Firefox 4 is to by default stop Firefox displaying the warning message, but 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, browser.showQuitWarning