any reply?

That is a new privacy / security feature in Firefox 8. Sorry, I don't know how to avoid seeing that dialog window.

Is there any reason that you can't install that XPI using File > Open File?

I want to install it from a C# application (third party)

The user has the choice to accept or reject the installation of add-ons; no way around that dialog window. Too damn many add-ons were being installed in Firefox by other programs or other program updates without sufficient warning to users that something "hidden" was going to be installed, and Mozilla has finally had enough of that abuse of their users.

We are developing application for blind people. Because of this we really need to avoid any extra dialogs and questions. Our installer informs a user about changes (like need java VM update, need FF update etc) on a very beginning then does everything with no any stupid notice. The only problem is your security strategy about FF. It seems weird - our installer has root access, it can install TTS, change environment, open a few TCP ports, install windows driver, but it doesn't have permitions to setup add-on into FF. It seems that you like when developers need to hack your browser. Is it really so hard to return a command line key that allows install add-on?