you are now using a tabbed browser so you can have several pages open at once and switch between them, you have not got the x because if you only have a single tab open you can't close it.
login to your mail and while you are logged in press CTRL + T and it will open a new tab, you can then goto any address you want in the new tab and flick back to your mail tab at any time by clicking on the tab for it at the top of the screen.
you can open pretty much as many different tabs as you want and flick between them quickly.