There could be a couple reasons. The biggest reason is that you have a virus that keeps you changing your home page. Another reason could be that you need to update your Mozilla Firefox. Try to change your homepage in Internet Explorer. If you cannot, it is most likely a virus.
If Firefox lists an extension as incompatible then please reinstall it using the... Ctrl+N it brings up my home page instead of the current page I'm on in FireFox It satisfies my desire to have a multiple-tab home page load on the Yes.
It sounds like you have some type of unwanted software that keeps resetting your page. I would download a program like Hijackthis or other ad-ware scanner to search for malicious programs.