Ah, so you're not getting asked if you want to open the file or save - it's just trying to save it without asking.
You need to do this to get the dialogue back:
Resetting download actions
This applies to all versions of Firefox and Mozilla Suite/SeaMonkey
If problems arise or if you want to restore the default set of file download actions, do the following [2]:- Type about:config into the address bar.
- Find the preference browser.download.pluginOverrideTypes and, if it is present, right-click on it and select reset.
- Find the preference plugin.disable_full_page_plugin_for_types and, if it is present, right-click on it and select reset.
- Exit the browser, then open the profile folder (the profile folder is hidden by default in Windows 2000/XP/Vista and Linux; read this if you need help finding it).
- Delete (or rename) the file mimeTypes.rdf. Caution: There is also a mimeTypes.rdf file in the program folder. Do not delete it by mistake.