Why Can’t I Save Updates In Firefox?

Rick from TN writes: When there's an update for AVG, Firefox, etc., I click on download and the little box comes up asking if I want to save the file. When I click on it, nothing happens. The box that usually appears in the upper left hand corner where the green line goes across and then you click in it twice doesn't show up anymore thereby nothing gets downloaded. Have any ideas as to what may be wrong? Thanks.