As "T" said, check your scurity settings.
Are you beheind a firewall? Not a firewall on your computer, but one in the router. Maybe it's settings have been changed to block those files.
Are you in a corporate setting?
The network administrator may have blocked those files for security reasons. PDFs are no longer safe due to the added "active" content feature.
You should update Firefox to the current version: 3.6.2 In fact, you should always use the latest version as it contains several importent security fixes.
Other things to check:
in the menu, open "Tools|Options..."
In the "General" section, check the download setting. It should be Save to folder... OR Always ask where to save.
In the "Applications" section, check the actions for PDF and ZIP. Set the action to "Always ask" OR "Save the file"
And to keep yourself up to date:
In the "Advanced" section, "Updates" tab. ENABLE automatic search for updates for all components.
Also, enable "automaticaly download and install updates"
Kualinar, March 2010