In Firefox 4, your session is saved automatically each time you exit. To restore a previous session, type "about:home" in the address bar (without the quotation marks) and there should be a big Restore Previous Session button at the bottom.

I appreciate that there is a way of being able to restore the session but I would prefer that it would open automatically as it has done in the past. There is the warning about closing multiple tabs as there was previously but no option to save them. That is what I would like to know. Is there an add-on that will do it? Sometimes I will have a few tabs in particular open up for days or even weeks until I have finished with them

Another possibility is to use:

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

I had some add-on that when I uninstalled it, changed this setting back to "Show Firefox Start Page", and I needed to reset this.