Are the files saved to your hard drive?

If not then you may have to check your security software to make sure that it isn't lbocking the files.

• http://kb.mozillazine.org/Unable_to_save_or_download_files

Yes they are saved in my hard drive. But i am unable to open them

Does this also happen on the about:downloads page?
You can open this page via the location bar.

Start Firefox in Safe Mode to check if one of the extensions (Firefox/Firefox/Tools > Add-ons > Extensions) or if hardware acceleration is causing the problem (switch to the DEFAULT theme: Firefox/Firefox/Tools > Add-ons > Appearance).

• Do NOT click the Reset button on the Safe Mode start window.

• https://support.mozilla.org/kb/Safe+Mode
• https://support.mozilla.org/kb/Troubleshooting+extensions+and+themes

It still has the same problem even after all that

What do you see if you right-click such an entry?

If Open Containing Folder is grayed then this usually means that the file is not or no longer in the original download location or there might be a problem with the command to open files.