Hi Hesham,

This sounds more like a problem with your computer setup, rather than a problem with Firefox itself. Unless the problem is that the downloads are not completing.

• see Where to find and manage downloaded files in Firefox

What are the downloaded files, are they for instance media files you are trying to play using something other than firefox ?

• media file will need the correct player to use them, and could have conditions relating to how and when they may be used

Or are the files for instance an application of some sort such as some utility programme that you have downloaded to install on your computer.

• security software and systems on your computer may prevent you from making certain changes or installing programs

It is possible that your anti-virus software is corrupting the downloaded files or otherwise interfering with downloading files by Firefox.
You can try to disable the real-time (live) scanning of files in your anti-virus software temporarily to see if that makes downloading work.

See http://kb.mozillazine.org/Unable_to_save_or_download_files (Disable virus scanning in Firefox preferences - Windows)