This article describes why Firefox displays files as text when you wouldn't expect it to. You may be expecting Firefox to open it with a plugin, pass it on to an external application, or download the file. Internet Explorer may handle the file as expected.
Some common file types that this happens to:
Firefox listens to what the server tells it a file is and will ignore the file's extension. Some servers aren't configured correctly to tell Firefox what kind of file they send, and so they will default to telling Firefox that the file is just text.
Report the problem
You can contact the owner of the site you're using and point them to this technical explanation of the problem. You can also report the site to the Firefox developers by clicking on the Help menu and choosing Report Broken Web Site....
Right-clickHold down the Ctrl key while you click the link that opens the problem file and choose Save Link As....
If there is no link, you can also open the file, open the File menu, then choose Save Page As....
Save the file as type Web Page, HTML Only. If this isn't available, save as Text File.
Once the file is done downloading, rename the file on your computer to give it the appropriate extension.
Open the file, and it should open with the correct program.