Fix close & session

First, I'm really sorry for this bad commit ('git' talking..).
The fact is that the 3 bugs fixed here were found chained playing
with close code. Here it is the report:
- fix close window (it now really appears on multiple window closing)
- fix saveSession (saving one call for each site loaded and storing
better information): saveSession is now called on loadFinished
- clean up some compilation warnings