Firefox has recently changed the way they display downloads. If you look in the lower left corner of the Firefox window, you should see the file where you can click on it. If you don't see it there, open your Downloads folder because that's likely where it'll be.
When I download a program..Mozilla shows me that it downloaded correctly but I can't activate it! Nothing happens and when I do a complete search of my system for the file it shows up nowhere. I'm using Windows Vista home premium and Mozilla...what the hell is going on???