SB, I wasn't trying to download Firefox, I was trying to download software via a link on a Web page displayed by Firefox...
What is the name of the file that gets downloaded?
There is a very common mistake that many Webmasters make when they write Web downloading software. If they make a mistake in the way the downloader program works, then anyone who downloads a file will get the file, but its name will be wrong. It will be the name of the downloader program on the Web server, not the name of the file. For example, if a Webmaster writes a downloading program and calls it download.exe, and he makes this mistake, then everyone who downloads a file from his Web site, the file will be named downloader.exe. The right file will be downloaded; only the name will be wrong.
Try downloading the file and then naming it what you think the name should be, like whatever.dmg, and see if it works.