When you want to download file from Internet Explorer, you should click on the link and there will be a popup screen prompt out for asking you whether need to open the file using win32 application of save the file. When you click open the file, the Internet Explorer will automatic save the file into temporary folder and run it without cluttering up your default download directory. Now Firefox also can do the same task as Internet Explorer.

OpenDownload is a Firefox add-on that adds a run option. When you select "Run," the file will be downloaded to a temp directory and then launched. 24 hours after the file is downloaded, it will be automatically deleted it. Aside from keeping your download directory clean, the main benefit of the Run box is that you can now download and run files with a single click instead of two clicks, thus saving you a valuable fraction of a second.

Supported: Any version of Firefox
Website: Here