To get to the Applications menu, you’ll want to go to Tools in the menu toolbar, then Options, then click on the Applications tab.
From here you can change just about any way that Firefox relates to any other file, application or task out there. Here are a few things I did to speed up my browser usage.
ARCHIVES: For archives (like .zip, .rar, ect) I set the action to “Save File”, that way I can skip Firefox asking me if I would like to open or save that type of file when I download it.
FEEDS: Since I am a Google Reader user when it comes to subscribing to feeds, I changed the Web Feed option from “Preview in Firefox” to “Use Google”.
MP3S: Another fix I like to do here is to set MP3 Format Found from the hijacking QuickTime (which like to take control of everything you do) to “Always Ask” cause sometimes I might want to stream it right there and other times, I might like to download it.
MAILTO: If you use Gmail a lot, you can also setup the mailto links to Use Gmail anytime you click a link that is formatted in that way.
I hope that handful of Application handling in Firefox is handy. Just one more way Firefox lets you have the ultimate customized web browsing experience, if you you know where to look.