Actually when you click "Run" on programs, the program or file is actually saved in a TEMP folder and then executed. This behavior occurs when you are using Internet Explorer. So actually Internet Explorer does the same thing save and open.

Google Chrome's behavior is similar to Firefox, save only. Apple Safari is also similar to Firefox.

You can control this behavior by setting the Firefox options in Applications panel. For more information, see these articles: Manage file types and download actions in Firefox and Applications panel - Set how Firefox handles different types of files.

@dynamite, The applications panel doesn't allow you to change the behavior in application files. There you can only change settings for PDF files, IRC client, Windows Media Audio, Windows Media Video and ZIP files. That's it.

This is the exact answer the user was asking for. Somehow this option gets changed periodically and I forget how to change it back. You can control what download action is taken for each file type listed under "options" then "applications". Well done "dynamite".

@dynamite & @khrfx4: No, you've both got the wrong end of the stick. What the user wants is when they download a program, they want the option to either run or save that executable file. IE has this functionality, but FF does not. FF only allows you to save the exe file. This has nothing to do with Applications Panel, which deals with content files only, not program installation files. The nearest anyone has found to address this is a Add-in called OpenDownload. Unfortunately, this does not work with current versions of FF.