Firefox 4 and later versions save 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" (Mac: "Firefox > Quit Firefox") if you want to restore multiple windows or otherwise have problems with restoring tabs.
You can use "History > Restore Previous Session" to get the previous session at any time.
You may need to click the orange/gray Firefox button to see History.
There is also a "Restore Previous Session" button on the default about:home Home page.

Thanks, It work's great.

You're welcome