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When I Download a file, Firefox does not give me the option to Run or Save. Is this option available?

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IE, in its download window, offers the choice to Run or Save, and then gives the option to do the same in the future.

My experience with Firefox is that only Save is given. And, even though I check the Do This in the future, it never does.

Am I doing anything wrong?

IE, in its download window, offers the choice to Run or Save, and then gives the option to do the same in the future. My experience with Firefox is that only Save is given. And, even though I check the Do This in the future, it never does. Am I doing anything wrong?

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Firefox's download dialog either has Open/Save/Cancel or Save/Cancel. Run is not an option. So what you see there is correct.

If a web server does not tell Firefox specifically what kind of file it is, then "Do this in the future" doesn't work. Otherwise, it should work. You can manually adjust your download actions for different kinds of files here:

orange Firefox button or Tools menu > Options > Applications