Answers: Firefox has an option under "Tools" called "Downloadhelper"
If you're on a page that has a video running like Youtube or whatever it will allow you to save that file into a directory in your computer. If you don't see DLH under Tools you may need to go into Tools then Options and add that handy item to your browser.
This is not a browser problem. You have to find the default program button on your PC and pick how you want the files to be opened.
select one of your choice players as your default player.
set whatever you want as the default player