Well I've been using Google Chrome since it was released, however, the fact that Google has yet to give you an option to "Open" a file rather than "Save" it, I have been forced to leave Chrome for something else. Naturally, I decided to try Firefox which I knew it would give me that option. But..............I'm still unable to do so. I went and tried to download a file, but it only gave me "Save" as an option. Then I went to FF's settings, but despite changing to "Always Ask," it did nothing. Then I went and checked if it could be an add-on causing problems....nothing.

Would really like to solve this problem with FF as I hate saving small .exes here and there and then going back to delete them. Definitely do not want to use IE, the newest version is still shitty on this computer.

In firefox, go to Options, then when the box opens, go to the 'Applications' tab, then for the files that you want to open, set them to 'Use other...' and select the program you want to open them in.
(for example, all the quicktime files in 'Applications' should be default to 'Open in Quicktime...' or something along those lines)
If you set it to 'Always Ask' like you said in your original post, it will ask you where to SAVE IT, not where to open in.

How do any of those applications listed under there pertain to opening .exes?