Sometimes when data about a file is sent, it does not give the correct label. And sometimes, there are is then one label for the same file type. The next time you get the what to do question, look for a Always Do This option and turn it on.

On a personal note; Unless the file changes over time, it would be better to save the file, and open it later. This way you don't have to download it again.

I don't get the "what to do" question at all in the case I described. The problem seems not to be the file itself. It looks like it depends on where (from which site) I'm trying to open the file from. For example, when I want to open a PDF attachment in Yahoo-mail (or any other mail server) or other sites it doesn't open. But if I open the downloaded file In Firefox from my computer it works.

Ahh, an attachment. Open the settings on your e-mail provider. This may be the cause. If not;

Deleting the mimeTypes.rdf will reset all download actions to the default settings.

Type about:support in the address bar and press enter.

Under the page logo on the left side you will see Application Basics. Under this find Profile Folder. To it’s right press the button Show Folder. This will open your file browser to the current Firefox profile. Now Close Firefox.

Locate the file. Then rename or delete it. Restart Firefox.

I already tried that. And the e-mail providers don't have anything to be set about it. Anyway I didn't change any of my settings. The issue just occured one day. And only with PDF (application set to open with adobe acrobat in firefox). So maybe the problem lies in the Adobe plugin? (which I re-installed without changing anything by doing it). Everything works as it should and always did with other files (.docx etc.)