I'm downloading something from mediafire which really has many sponsor sites that are not good: ad.xtendmedia.com and mdinfo.com. And possibly the cause of some spyware and adware in my system. Does killing the whole process of firefox and not closing those pop-up windows(ad sites) helps avoid the effects of those bad sites.
Basically if it's already downloaded and running, forcing the process to quit will most likely not help in any way.
As a site note I have found no malicious scripts on Mediafire.