Cannot Connect As Application Already Running???

On more than one occasion I have not been able to open my browser and connect to the internet. I have had to store/backup all my work and reboot my linkbook. The error message stated that "Firefox was already running and that in order to open another application I would first have to close this application or shutdown the computer". This does not work, no matter how many times you try. Where and how do I close the first application, without rebooting? Why does this happen and how can I prevent it? Rebooting is a real drag as even my bookmarks disappear. I have researched this question before and the replies were too technical for me. Please, reply in simple english.
