Why does firefox download as a device to be saved to?

When I download Firefox 26 it acts as a device to be saved to on the Macbook Air.  Also every time I open Firefox a window opens but and warns of something but I cannot recall that uness I close everything down again, and I would have to redo this email.
Thanks for any help.

You need to mount the disk image and copy the appliction over to your Applications folder, or if it is a package installer (looks like cardboard box), double-click that.
The warning you are getting is because it is running from a read only disk.
Once you move the application, you can eject the disk image.

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