FF 3.5.* with java content gives the error if select "Close Browser and Continue" in FIU

How to reprodcue:

1. Install 6u16
2. Launch FF3.5.* Browser and load some applet loads java content (http://www.babynamewizard.com/voyager)
3. Invoke the installer (6u18)from http://j2se.east/arc/1.6.0_18/pit/2009-10-06.10_51
4. Navigate through the installer.
5. File in Use dialog showing "Mozilla Firefox"
6. Click "Close Browser and Continue"
7. FF browser window is closed but gives the error (attached)