Mozilla removed this feature in version 3.6 and 4. To get it back, install this restartless addon: https://addons.mozilla.org/en-us/firefox/addon/browse-by-name/

This is exactly what I want, however when I hit the download button it asks what program I want to open it with. I have no idea what program will open that type of file.

If you left click the Download button then Firefox should offer to install that extension.

See also:

• Find and install add-ons to add features to Firefox
• Use extensions to add features to Firefox

For an alternative way to achieve this you can use this method:

You can modify the pref keyword.URL on the about:config page to use Google's "I'm Feeling Lucky" or Google's "Browse By Name".

• http://kb.mozillazine.org/Keyword.URL
• http://kb.mozillazine.org/Location_Bar_search

To open the about:config page, type about:config in the location (address) bar and press the "Enter" key, just like you type the url of a website to open a website.
If you see a warning then you can confirm that you want to access that page.

You should be able to click the "Add to Firefox" button and a dialog box then appears asking you for permission to install the addon. Click "allow" then in the next dialog box click "install". Check out the screenshots below for reference.