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

See:

• http://kb.mozillazine.org/about%3Aconfig

Thank you, I'll look in to that.

But I've found a "work around" of sorts, that actually is better than getting asked each time to save tabs. Under Options, General Tab, When Firefox starts I found the option to "Show my windows and tabs from last time."

I spent many minutes trying to "fix" this and not lose my tabs before posting the question, and then 5 or 10 minutes later I stumble upon it. DUH!

I too found this to be VERY frustrating. Made me even crazier that the tabs came back up after a system crash but not from a voluntary shutdown. When I went to the about:config page suggested by cor-el I see that browser.sessionstore.resume_from_crash is set at true which explains why my tabs came back that time. The warnonquit was already defaulted to true but yet - no tabs coming up. I've set the showquitwarning to true AND I went into the General Tab as navychop suggested and selected "Show my windows and tabs from last time." And now I'm getting my tabs back. It shouldn't be this hard. I'm just glad I'm not the only one having the problem.

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.
You can use "Firefox > History > Restore Previous Session" to get the previous session.
There is also a "Restore Previous Session" button on the default about:home Home page.

Another possibility is to use:

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

I have an another trick.. Go to task manager and select firefox.exe in Precesses and select end process.. It store all tabs and sessions automatically. it's working 100%....