Aug
7
How can I close the last tab without closing Firefox?
Posted by seven
If you are annoyed by this behaviour as I am, enter about:config in address bar and press enter. Search for key browser.tabs.closeWindowWithLastTab and set it to false. Presto, no auto FireFox closing! 
Just be sure to close it from time to time to clean up his horrifying memory leaks.
August 12th, 2009 at 16:41
And here it is addon to display little red button on the last tab:
https://addons.mozilla.org/en-US/firefox/addon/12991