If you click Stay in Private Browsing mode, your Download will Continue to Save the file being downloaded. You can Quit Firefox after your Download has been completed.

If you click Cancel 1 Download, your Download will Abort and Firefox will Quit.

Check and tell if its working.

It's not working, both buttons quit Firefox.

What happens if you don't click any of these buttons ?? Does your Download keeps downloading ?? IF Yes, then let the download finish. Quit Firefox afterwards.

Yes, if I do nothing, the downloads complete.

How does that address the interface malfunction that I'm reporting? Is this the wrong place to be reporting software bugs?

Try asking about it in the following Firefox Development forums:

• https://developer.mozilla.org/en-US/
• http://forums.mozillazine.org/

As of 11/1/2011, I have this problem, and I have the most up to date version of Firefox. It's the same as everyone else, if you try to close Firefox while it is in the middle of a download, clicking "Stay in Private Browsing Mode" quits the entire program and cancels the download or downloads you have going, just as the "Cancel X Download/s" button would do. Step it up Mozilla...

Also, as some have mentioned, if you do nothing, the downloads do complete. But, when that notification is on your screen, you can't open other windows to browse. The prompt renders the program useless for simple browsing.

This is now an an official bug.