My guess it that whenever you try to download a software installer, Internet Explorer gives you that warning so you know it is a program and not just an ordinary file. As far as I know, Microsoft isn't telling you not to install Firefox. ;-) Of course, make sure you are installing from the official site: http://www.mozilla.org/firefox/fx/ Mozilla uses multiple download sites to serve the actual installer file. If IE doesn't like the first one, you can cancel, go back, and try again and most likely get a different one.