Re: where does Firefox save a downloaded program on my hard drive?
Those options are on Tools > Options > General, Downloads section.
Have all downloaded files saved to one location
check "Save files to" and Browse to the existing folder of your choice
you will not be prompted when saving files
Be prompted for a location to save each download
check "Always ask me where to save files"
Other issues that need your attention
The information submitted with your question indicates that you have out of date plugins with known security and stability issues that should be updated. To see the plugins submitted with your question, click "More system details..." to the right of your original question post. You can also see your plugins from the Firefox menu, Tools > Add-ons > Plugins.
Adobe Shockwave for Director Netscape plug-in, version 11.5
Several updates behind
Security update version 184.108.40.2060 released 2011-02-08
Adobe PDF Plug-In For Firefox and Netscape 8.2.6
Very old version. You may want to un-install before installing any newer version from Control Panel > Add or Remove Programs
New Adobe Reader X (version 10) with Protected Mode was released 2010-11-19
Choose the latest #.x version (example 9.x, for version 9)
Choose the highest number version listed
NOTE: 10.x is the new Adobe Reader X (Windows and Mac only as of this posting)
Choose your language
Download the file, SAVE it to your hard drive, when complete, close Firefox, click on the installer you just downloaded and let it install.
Windows: choose the .exe file; Mac: choose the .dmg file
Using either of the links below will force you to install the "getPlus" Adobe Download Manager. Also be sure to uncheck the McAfee Scanner if you do not want the link forcibly installed on your desktop