Just close the tab
before you quit FF. Lion now tries to open any file that was open in any app when you Quit the app. Not all apps work this way, yet. Or, like me, you'll soon learn to close all windows
before quitting an app.
It basically replicates the iOS method os keeping an app in the state you left it. That's fine in iOS, I guess, not much help on the Desktop when one can always load a document by double-clicking it or even use the app's "Recent" menu.
"Change for changes sake is not called progress." Grumpy