Ok. I'll type slower
When you start FireFox, the first thing it does is checks to see if it's already running. You can't have 2 or more copies of FF running with the same *profile* (I should have been more clear). I think this is so it can keep the bookmarks and stuff straight, but the techie in me says why not just flock the whole mess...
Anyway, sometimes the browser gets hung up, for example if you have a plugin for video or flash that crashes. You will have a copy of firefox running, even though you *thought* you closed it. You have to do the right-click thing to find it and kill it.
Right click on the task bar. Select "Task Manager" then select the "Processes" tab. Find firefox.exe in the list, then click "end process" and "OK' when it whinges at you. After that, re-start FireFox and you should be where you started, with bookmarks intact.