Are you using Panorama feature in Firefox 4? Mozilla intentionally hidden Panorama/Tab Groups icon as using Panorama may lead to more memory consumption with thumbnails for tabs generating in the background. You can activate Panorama with Ctrl+Shift +E shortcut which is hard to use. Lot of users are complaining that tab groups they created are not saved between sessions, here is how to make Firefox 4 to Prompt to save tabs /tab groups upon exit in Panorama.
Generally Firefox 3.x asks to save tabs and windows on exit unless you’re in Private browsing mode. Read Firefox not asks to save tabs and windows on exit
Saving Tab Groups in Panorama
1. Type about:config in the address bar and proceed by clicking the warning “ I’ll be careful, I promise”.
2. Type browser.showQuitWarning in Filter box and double click its value shown to turn to True which set to false by default.
Now try to quit Firefox after naming groups created Panorama Firefox asks to save tabs to be available after restart click “Save and Quit” . These tabs and tab groups will be restored when you start Firefox browser next time.