As I think you already know, it's annoying to see that Firefox ignores you when you tell him that you want ALWAYS to use THIS program from now on. (i'm speaking about the checkbox of Firefox's download manager, do this automatically for files like this from now on). I've edited the preferences, the mime types, but without any luck.. It kept asking me what to do...
Anyway, the solution comes with an addon called Web Page Fixer which seems to fix this stupid bug. After installing it, you've got a Quick Setup, where you can enable/disable different things including fixing the download box.
Here are the currently features:
Besides the Fixes "do this automatically for files like this from now on" checkbox., i can't see anything useful, but at least is fixing what Mozilla can't (or don't want to)