Issue with embedded hyperlinks in a 'secure' website.

I'm using Firefox on my Mac, and I'm really pleased with it so far, but I have a small issue on a specific website. I can't share the website with you because it's behind the login details of my pension provider, sorry, but essentially the problem is with the hyperlinks to my monthly pension slips. When I click them, nothing happens, that I'm aware of, at least. If I login to the same website using Safari (it's the only other browser installed), clicking on the link opens a preview of the PDF document on the open webpage (it doesn't open a new tab or window), but it's this that doesn't seem to be working in Firefox. However, if I click on the link and then the Download PDF link, the correct document downloads as expected, just no preview. Is there a Firefox setting that could help with this, or is it more a compatibility issue in the website's design? Thank you.