Why my firefox in Linux can't "go-back" ?
 

My firefox can't use BackSpace key to go back to previous page. Anybody knows how to set it?

type in about:config

and in the filter type in browser.back
Set its value to 0

Thanks lot!
Another dummy question:
For IE I can double-click it up-left corner to close the browser. how can I set Firefox to do that?

That is a window manager issue and not a firefox one. You can click on the box in the upper right hand corner to close the window. There may be a setting for your window manager to do the same with the windows menu button. You will need to check that out with it's configuration. ( RTFM time I guess )