Save the Firefox setup file to your desktop, the run the installer from there.

We don't even see the Set-up file - we just keep getting the initial Download instructions page - no offer to run or save a file at all - no active buttons. I suspect something in IE or the ZT machine is blocking. I've taken down Firewall and Popup blockers. Related perhaps - whenever we click on a URL link, a BLANK screen appears and won't take us to the webpage. We can get there only by cutting and pasting links into the url bar.

Download the .exe file and then execute it afterwards, from the download directory.

Try downloading Firefox from here, just make sure you select the correct localization.
http://www.mozilla.com/en-US/firefox/all.html