How can I avoid losing tabs in Firefox when closing one of multiple windows?

I am using Firefox v6.0.2 on Windows 7. Occasionally I have more than one window open and accidentally close a window losing all my tabs.

When I only have one window, this is not an issue since it recovers my tabs in the next session, but if there is more than one, I lose them since Firefox is not exiting.

Is there a way to only warn about closing the window when tabs would be lost?

You can go to Firefox menu->Preferences (or Options, can't remember which), Tabs tab, and check "Warn me when closing multiple tabs." However, even on Firefox app quit, if multiple tabs are open, you will still be warned.

If you close Firefox often enough that this is annoying, you can simply remember to go to Firefox menu->History->Recently closed windows to see and reopen recently closed windows. You can do the same thing via Ctrl+Shift+N, I believe (if that's not the right shortcut, the right one should be printed to the right of the most recently closed window.)

You can install the Session Manager extension, which gives Firefox the ability to reopen closed windows just like closed tabs.

It's not quite what you're asking for, since it won't stop you from closing windows, but it will let you recover them anyway.