Alternately, there are hidden tab options that you can enable that will do this.
In about:config (if you've never used this, just type about:config in the URL bar) set "browser.tabs.showSingleWindowModePrefs" to "true", and restart Firefox. Then, in Advanced Options, you'll have a tabbed browsing section. This was hidden by default in Firefox 1.0 because there are a few, tiny circumstances where it can crash the browser. I've been using Firefox 1.0 constantly since November 9th, and I've only had three crashes due to this.