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Where is the option to "RUN" a file rather than download it???

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I am getting frustrated with Firefox's lack of "RUN" option when downloading an .EXE file. I dont care to save every .EXE setup file that I download and would like to just RUN the .EXE simply like Internet Explorer. Why is that such a problem in Firefox??

I am getting frustrated with Firefox's lack of "RUN" option when downloading an .EXE file. I dont care to save every .EXE setup file that I download and would like to just RUN the .EXE simply like Internet Explorer. Why is that such a problem in Firefox??

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Firefox does not allow executable files to be run, this is a security measure. If you want to bypass this security feature you can use an add-on such as OpenDownload² - https://addons.mozilla.org/firefox/addon/opendownload-10902

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Add on does not work in FF 4. The FF user should be able to make the decision whether they think the file is a security threat or not, not Firefox! There should be an option in settings to let the User decide for themselves. Some people are smart enough to know what they are Executing and/or have virus protection installed anyways. Personally this puts a damper on my browsing experience.