How do I stop the popup / message when downloading zip files (don't know whether it appears for other downloads)?

(I'm not sure what forum to post this question in, sorry if this is the wrong place.)

I just installed ZA Extreme Security 9.

Now, when I choose to download a file (using FireFox) I get a pop-up asking if I want to Run or Save the file.

After the download is complete, a similar pop-up appears asking if I want to open the file now.

How do I turn this "feature" off?

Running -- XP SP3; FF 3.5.7