It is normal behavior for the Download window to close when you close Firefox, ending the current file(s) being downloaded. To receive a warning that a download is in progress, and get a pop-up option to not close firefox and continue the download: #Try this, it gives you a warning, then you can choose to exit Firefox or cancel the exit and let the download continue. It SHOULD BE the default for this preference, but, sadly, it is not the default: #Change a preference: #*type __about:config__ in the URL/address bar and press the Enter key #*if you see a warning, accept it (promise to be careful) #*Filter = browser.download.manager.quitBehavior #*right-click on the preference in the lower panel and choose '''''Modify''''' #*enter the value 2, click OK #*the "Value" column should now show 2 #*exit the about:config tab #*See: #**http://kb.mozillazine.org/Browser.download.manager.quitBehavior #**http://systemsboy.com/2009/07/firefox-download-issue-workaround.html