Do you elect to open it or to save it to your computer?
Save it to your desk top and you will have an icon there to click just like you have IE now. you will also be asked if you want Firefox as your default browser - click yes.
save it first then open it. After it's installed, all you do is double click on the icon and you're online. you can either accept the default homepage or select your favorite (mine is cnn.com) then use "Tools-Options-Current Page"