On Mac (I don't have easy access to a Windows machine right now) it is in Preferences -> General. Then there is a pulldown for startup that will have the option to 'start with home page' as opposed to 'continue from last time'. Its the first thing I see when opening the preferences, I imagine it is the same for Windows, if not, at least you should be able to figure it out from what I said here, the preferences are pretty much identical between the OSes