Version 3.6.21:
Tools>Options>General
In the "Downloads" section-check "Show the Downloads window when downloading a file" and select "Always ask me where to save files"
Tools>Options>Applications
For Content Type "Compressed(zipped) Folder (application/zip)"-select "Always ask" (i.e. asks to Open or Save) or "Save File" (i.e. can only Save file)
Note: Older versions of Firefox may have slightly different menu options. For example, see the articles at: http://www.ghacks.net/2008/01/31/help-firefox-is-not-showing-the-file-download-dialog-anymore/
Tools>Options>Content>click Manage button
http://www.ghacks.net/2008/03/13/properly-reset-firefox-download-actions/
which says,
‘When you click on a file Firefox determines if there is a plugin that can handle the file type or if there is a so called download action defined. Download actions are user defined actions that come into effect when the box "Do this automatically for files like this from now on" is checked in Firefox during a file download.
Checking the box has the effect that Firefox does not ask what to do with this file type from then on but simply performs the default operation selected by the user which means either saving or opening the file automatically with the selected application.’