Where to find and manage downloaded files in Firefox should help

Starting with Firefox 20, downloads are displayed in a small panel connected to a navigation toolbar icon:

• Where to find and manage downloaded files in Firefox

If you want to disable this feature in favor of the old downloads window,

1. Type about:config into the address bar and press Enter.
2. Press the big button to bypass the warning.
3. In the search box, paste browser.download.useToolkitUI
4. In the search results, double-click the the browser.download.useToolkitUI preference to toggle its value to true

• If you additionally want the Downloads window to automatically appear when downloading a file, set the browser.download.manager.showWhenStarting preference to true
• If the Downloads window fails to take focus (it appears in the background), set the browser.download.manager.focusWhenStarting preference to true

You may need to restart Firefox for some preferences to take effect.

Current Firefox versions show the download progression and download history via an animated button on the Navigation Toolbar that opens a list of downloads via a left mouse click.
The "Show All Download" entry in the drop down list will bring you to the downloads folder in the Bookmarks and History Manager (Library).
You can set the Boolean pref browser.download.useToolkitUI to true on the about:config page to get the classic download manager window.

• http://kb.mozillazine.org/about:config

This will also make the removed entries in the "Options > General > Downloads" section visible.

Thank you, problem solved !