Strange firefox issue.
 

In windows if I middle click a tab it closes. In Linux If I do it it takes me to the Microsoft Internet Explorer web page? WTF..........

Middle click tries to open the url of whatever is stored in clipboard. Did you happen to copy "internet explorer" or something similar?

Not that I was ware of, heh...
Changed the setting anyway to close the tabs.

How did you change the behaviour?

edit: never mind. I checked MozillaZine's knowledge base and discovered the about:config option. It and others can easily be found by filtering for 'middle', yay!

This is sidestepping the question, but middle-clicking to load the copied URL is actually a very useful feature. You can double-click instead of middle-clicking to open a new tab, anyway. ;)