Go to Tools --> Options . In general tab at startup, Choose Show my home page or show a blank page

That's what was already selected. But still whenever I start FF all the tabs that was active when I last shut it down start back up. I even tried to select blank page and then restart, but the tabs still comes up.

when I had the previous FF, it always asked me if I wanted my tabs saved or not. Now it doesn't ask and it just closes them all. I want to be able to save them for the next time.

Mine doesn't even ask, it just saves them and I don't want that. So, laidback, maybe you and I can trade FF installs.  ;->

Try this:

   *  Type about:config into the location bar and press enter
   * Accept the warning message that appears, you will be taken to a list of preferences
   * Locate the preference browser.sessionstore.resume_session_once, if its value is set to true, double-click on it to change its value to false 

If that also don't works:

It is possible that there is a problem with the files sessionstore.js and sessionstore.bak in the Profile Folder

Delete sessionstore.js and sessionstore.bak in the Profile Folder

   * Help > Troubleshooting Information > Profile Directory: Open Containing Folder 

If you see files sessionstore-##.js with a number in the left part of the name like sessionstore-1.js then delete those as well.

Deleting sessionstore.js will cause App Tabs and Tab Groups to get lost, so you will have to create them again (make a note).

See:

   * http://kb.mozillazine.org/Session_Restore

When you ask firefox to save your main page under General, check there is only ONE link under home page.

I noticed that Firefox allows multiple home pages to be stored everytime you open a new window.