What should i do with firefox?

Whenever I want to save a picture or video, the download box shows up and it shows that the file is being downloaded but whenever i open my downloads folder, the file is not there, when i search for the file, it shows only 1kb. and i tried to drag it to desktop but it doesn't have anything. It happens whether im downloading a picture, file, or music or video or psd file, the only successful download has been firefox version4(.exe) file. Im currently using mozilla firefox version 5. In the options, the downloads are set to downloads folder. the setting and everything is all right. its something else.