The checkbox is very specific to files you choose to Save. If you choose to Open a file, Firefox uses the designated "Save files in" folder and doesn't ask you before doing that.

If you are having this problem with a specific type of file -- for example, PDFs -- there may be some special options available. These include:

(1) When using Open in Firefox or Use [other application], use the Windows temp folder instead of the downloads folder.

(2) When using Open in Firefox with PDFs, save them in the web content cache first instead of saving to disk (you can download/save them later).

If you want to try either of those hidden settings, let us know.

I'm not choosing open as I'm not to that step. Take a recent paystub as an example. There's a download link on each one's line. I click that, and it automatically opens in another tab.

Does that mean I need to talk to the site and have them change from setting download to be open to being download?

I'm guessing the stub is a PDF file. Firefox can't display PDFs without downloading and saving them somewhere. You can tweak some hidden settings to determine where Firefox saves the file, whether that is the web content cache, the "Save files to:" download folder, or the Windows Temp folder. Here are the slightly messy details.

Background: inline vs. attachment disposition

If web servers don't specify how Firefox should handle a PDF, or if they specify "inline" handling, then then Firefox loads the PDF as web content with its original URL in the address bar. The PDFs are saved with other cached web content, not in your download folder. This is good.

But web servers can try to force a download by setting Content-Disposition: attachment if they don't want browsers to show the files in a tab. Firefox always tries to show those in a tab, but instead of using the web content cache, it downloads the file automatically and then opens it. Because these are saved to disk the URLs start with file:///. By default, they are saved in your "Save files to" folder on the Settings page.

Options for saving downloads

In response to user suggestions/complaints, Mozilla added some options to modify the above:

(1) Just for PDFs, override "attachment" disposition to "inline"

When your handling action is "Open in Firefox", all PDFs can now be opened as web content and saved in the cache instead of a regular folder. Here's how you set this up:

(a) In a new tab, type or paste about:config in the address bar and press Enter/Return. Click the button accepting the risk.

More info on about:config: Configuration Editor for Firefox. The moderators would like us to remind you that changes made through this back door aren't fully supported and aren't guaranteed to continue working in the future. I'm using this so I feel comfortable mentioning it.

(b) In the search box in the page, type or paste browser.download.open_pdf_attachments_inline and pause while the list is filtered -- requires Firefox 103 or later

(c) Double-click the preference to switch the value from false to true

(2) For all the downloads Firefox saves to disk and opens automatically, change from the "Save files to" folder to the Windows Temp folder (if you made the change in #1, this will affect other kinds of files rather than PDFs)

Here's how you access it:

(a) In a new tab, type or paste about:config in the address bar and press Enter/Return. Click the button accepting the risk.

More info on about:config: Configuration Editor for Firefox. The moderators would like us to remind you that changes made through this back door aren't fully supported and aren't guaranteed to continue working in the future.

(b) In the search box in the page, type or paste browser.download.start_downloads_in_tmp_dir and pause while the list is filtered -- requires Firefox 102 or later

(c) Double-click the preference to switch the value from false to true

This would not affect files opened with inline disposition; those will still be in the web content cache.

Hopefully some of that gets Firefox opening PDFs the way you want.