Maybe you have too many Add-ons, extensions, and plug-ins installed slowing down Firefox. You can try disabling some plug-ins and Add-ons in your Firefox add-on section by going to the Firefox Button, and clicking on the Add-on button on the menu.
You can also try updating your Firefox to the latest version which is Firefox 6, or uninstalling and reinstalling Firefox 6.
Lets say if I got website 1, 2, and 4 up and I close the browser. It should bring up my homepage when I click on it again but many times it will bring up website 1, 2, and 4 up instead.
Have you tried closing all your tabs before closing Firefox?
You can also try this tutorial : http://en.kioskea.net/faq/10946-firefox-disable-the-session-restore-feature
To disable it:
Open Firefox.
In the address bar type the following command:
about:config
Click on the "I'll be careful, I promise..." button
In the Filter field type:"browser.sessionstore.enabled"
Try typing in browser.sessionstore.resume_from_crash in the filter if you are using Firefox 6, and setting it to false by double clicking on it.
Have you tried emptying Firefox's History which you can access by going to the Firefox Button> History button > Clear Recent History , and pick everything from the drop down menu, and make sure all check boxes are checked.