From Mozilla Firefox Help
The Download Actions dialog, which can be opened by clicking the
Manage... button, contains file types that you have downloaded.
You can choose what Firefox should do when clicking on a specific
file type by selecting the file type you want to modify and clicking the
Change Action... button.
This will display the Change Action dialog, where you can choose to have
the file type opened by the default application, opened by a particular
application, saved to disk, or shown with an installed plugin. For example,
if you view lots of media files on web pages, you might want to specify that
Firefox always open media files in your media player instead of
asking where you want each media file to be saved.
* Open them with the default application:
Select this optionpreference to open this file type in the default
application for that file type (determined by the operating system).
* Open them with this application:
Select this optionpreference to specify another application that should
handle this file type. You will see a dialog asking you to specify the
application to use.
* Save them on my computer:
This optionpreference will save the files to disk (automatically if you
have selected the Save files to optionpreference in the
Main panel).
* Use this Plugin:
Select this optionpreference to let a plugin handle this file type.