Im not sure if I am just being daft, or if it is a change in the new winbox.

In the old version of winbox I was able to click exit in the bottom of the left menu, and when I reconnected to that router box again it rembered all the windows I had open etc.

I cant seem to get this working in the new winbox.

Any Suggestions or tip son what to do?

I am using v3.0beta3

It is a bug. v3 is still in beta. Wait for next version.