Tools > Options > General - Downloads = Save files to - use the Browse button to select a different default save folder, or select Always ask me where to save files so you can select the folder you want for every file you download.

If the Menu Bar is hidden, use the orange Firefox button > Options > Options to get to the General menu in Options.

Thanks for your fast reply. I discovered how to fix my problem by chance. After doing what you told me, still have a few more steps to complete.

The pict i try to copy is still downloaded in "DOWNLOADS" ( NOT in "MY PICTURES") but in the "DOWNLOAD" list, underneath the pict name i just tried to copy, it is written "CANCELLED". I simply double-clicked on the name of the downloaded picture and a scan ( for viruses) starts. Once the scan finished, the picture finally appears in "MY PICTURES" folder.

Don't know why it has to be scanned ( is it McCafee or Windows or ...) but it needs to be scanned for viruses or else it'll never be copied to "MY PICTURES" folder.

Hope that helps other users.

Me again. Just realized the solution to copy a pict (in my previous reply) doesn't work with any type of pict ( like png, gif, ...) Don't know what to think anymore!!!!!