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Is it me, or is it Microsoft?
I am in the habit of using Ctrl-F4 to close a tab (in FireFox and in IE).
In IE Ctrl-F4 shuts down the browser when used on the last available tab (that is, only one tab open), whereas in Firefox, Ctrl-F4 on the last tab closes the tab and leaves the browser open.
The IE behaviour makes little sense to me; if I want to close an application I'd use Alt-F4 (Or Alt-File, eXit).