technology question

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I have both firefox and google chrome. My question is this...I cannot find the tools section on either one of these. I need to change some settings and do not know how. When I am on the internet and I need to go back to another tab that should not be closed, I hit the X and it just takes me completely out back to my screen saver. How do I change it so it will go back to where it is suppose it? I do not know if this question makes sense to anyone, but let me know if anyone can help.