I can save pictures, but any binary file I try to save gets canceled automatically.

I solved, windows issue. register urlmon.dll and works :)

For me it doesn't work.

I resolved this issue by doing this:

-In a new tab, enter: "about:config" -Then search for "browser.download.manager.scanWhenDone" and set it to "false"

No need to relaunch Firefox.

For WinXP:

Start Run

Type in textbox: regsvr32.exe urlmon.dll

Once registered, the download problem gets solved.

This will also work for Vista and Win7.