In Firefox open menu Tools -> Options.. -> General. In section Downloads, either make sure that "Save files to:" is set to a folder that your Windows 7 user has permissions to save files in (like "C:\Users\(your_user)\Downloads"), or that it is set to "Always ask me where to save files", and save such files in a folder that your Windows 7 user has permissions to save files in.

i have the same problem,i want to delete all the not important to my computer..i can't donwload any file

@AlleyKat : give you tips that I have done, but still can not ... Now every time I click the link, always fail. even though I've tried to use idm but still can not. What is this due to protection from norton internet security which I wear? or because the security of windows 7?

@AlleyKat : give you tips that I have done, but still can not ... Now every time I click the link, always fail. even though I've tried to use idm but still can not. What is this due to protection from norton internet security which I wear? or because the security of windows 7? (please help me)

That could be a problem with the configuration of Norton Internet Security - please see this article: Configuring Norton Internet Security for help on how to set up Norton - or if this is not enough, see links to more help with Norton in the MozillaZine KB. Hopefully these can help you?

my smart firewall from Norton is already disabled, but if i click the link, still appears the message "server is disconnected please check your connection." one more, my computer can only download files that are free. I now have a plan to uninstall my Norton Internet Security anti-virus and replacing with another. what do you think my idea is this?

I'm not quite sure that I understand what you're saying, but removing Norton and use an alternative could be a solution. Do make sure that some kind of firewall is enabled, at least when you're done testing.