Firefox allows you to have multiple profiles for a given user, like if you start it with the "/profile" parameter or something (you'd have to look it up, I forget). You can get it to create a new profile, or set where to store data for your current one.
If I had to guess, it sounds like it is using a profile somewhere that is read-only, so it just isn't saving it and keeps thinking you've started it for the first time every time. You could try creating a new profile, to see if the pop-ups recur after restarting.
As for the bookmarks, maybe try browsing through your user folders (on windows, it's something like "C:\Documents and Settings\username\Application data\Mozilla Firefox\Profiles") and see if you can find anything with a name slightly bookmarkish. It stores them as XML files, so maybe even just try a search for files containing text such as would be in the bookmarks you've stored (so if you know you had a bookmark here, tell windows to search all files for ones containing the string "touamb.com" or whatnot). Maybe the file got renamed or moved, or whoooooooo knows. Computers is crazay.