Every time I try to close out Firefox, it locks up and won't shut down unless I contol-alt-delete. I recently downloaded the latest version, but I was having the problem prior, although intermittantly. What to do?

I use Windows Vista as my OS. I can navigate from window to window in firefox, or navigate between pages on a website OK, and I can close out windows until I get to the last one, and then it doesn't respond. I don't get a message that it isn't responding, it just sits there and won't close. I'm not having this problem if I use windows explorer, but it keeps not responding while I'm browsing, so thats just as frustrating. Any help or suggestions would be appreciated!