Firefox won't let me run and executable from the website-it wants to save it

Looks like I lost all this information when I clicked to install the troubleshooter???
again-- problem is I deleted old Internet Explorer and tried to install I.E. 8. With Firefox, I can't click download and choose run. When I click download I can only save.
The saved download doesn't produce a file that works (it just tries to install I.E. , cleans off old files and restarts the PC OVER AND OVER.)
I would like the choice to RUN a file instead of saving but I can't find out how to get this option back.
I disabled all plugins, add ons, looked for possible limiting causes in Firefox to disable. STILL--I have NO CHOICE.
Maybe this plea for help won't fix my problem and I will have to REPAIR windows--hate to risk it--I would have to back everything up, etc.
Hopefully a simple answer to this question will solve my problem.
Thank you to all who consider my question. I appreciate your time.
Libby

Hi--
Thanks for the response. I was sure I used to have the choice to '''run '''or '''save '''when I started using Firefox and somehow I lost it with one of my adjustments. Forgot how or what I did!
Before going back to Microsoft to try that I.E. program file again, I tried one more time to run it. That was the 5th time I tried to install I.E. from the saved file --and it worked!
However, after that I tried to download an executable file from malwarebytes--- with and without my Kaspersky internet security program on--- the file RAN automatically anyway instead of insisting on SAVING!
Maybe this was a microsoft issue?
I am relieved that all is settled. Always try things 3 or more times is the rule with computers, right?
But thanks for the tips--I may need them someday. Likewise the Safe mode w/ network support tip.
ALSO--The page you referred me to was one I hadn't found with my own searching--it was much much better than the others. I bookmarked it.
Thanks again...

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