This article discusses changes that were made in Firefox 3.5 and later, and does not apply to Firefox 2 or 3.0.x.
In Firefox 3.5, the default setting was changed to always show the tab bar. The behavior of the keyboard shortcut Ctrlcommand+W was changed to close the window when closing the only tab. This will quitexit Firefox if it is the only window open.
Restore ability to close the only tab without closing the window
The Last Tab Close Button extension restores the behavior to leave a blank tab open when the only tab is closed. It also replaces the close button on the only tab so that it may be closed using the mouse.