If you right click on the file (I think it is dta-0.9.4) and click on open with... you can then go into the programs folder, click the Mozilla folder, and then click on Firefox and o.k. It then should give you the message that jfcpeters talks about. After you close all windows with Firefox you should be able to do the right click trick someone else talked about (right click on the dl link and then click downthemall).

HTH