I was looking to achieve this on my Firefox in Ubuntu. Initially I was looking for some addon which could do this for me,at one point Juneja and I thought about writing a plugin which could bring this about. But luckily I found a trick that worked. I've seen it work on Firefox in Windows and Ubuntu.
The trick is,
In Ubuntu:
Go to Edit>Preferences>Main
In Windows:
Go to Tools>Prefences>General
Now in the Homepage text area,put the URLs you want to open simultaneously at Firefox startup, using '|' as a separator.
For clarity, see the screenshot below
