In firefox (and IE) you can show the manu bar by pressing the [alt] key.
From here you have some good options, in any order;
1. [help] + [About Firefox] will check that your browser is up to date.
2. [help] + [Firefox health report] will show you what has been going on with your browser.
3. [Tools] + [options] then click the [Applications] tab to see what file types shockwave is set to open… in most cases this should only be SWF files and movies but it could also just have a firewall trying to scan the file before Adobe can get to it.
4. When all else fails, you can [help] + [Troubleshooting Information]… there should now be a {reset firefox} button on the top right of this page which will take you back to a standard firefox...