Unable to set an automatic action
In some cases, you may not be able to set an automatic download action. This can happen when a misconfigured web server assigns an incorrect MIME type such as "application/octet-stream" (shown above in SeaMonkey) or "text/plain". It also can happen if the server assigns "Content-Disposition: attachment" to the file download.  In such cases, the Opening dialog option to always perform the same action will either be "grayed-out", as shown here in SeaMonkey or, in Firefox, checking the "Do this automatically" option will not seem to have any effect and you will again be asked what to do when you next encounter that file type (see below for related bug reports). There is little you can do in such cases, because the problem is at the server end.
Adding a download action
MIME types that are not handled by plugins do not appear in the Download Actions listing unless you have previously encountered that type of file and checked the option in the "Opening" dialog box to "Do this automatically for files like this from now on", as described above. You cannot add new file types to the Download Actions listing in Firefox, as you can in Mozilla Suite/SeaMonkey 1.x. The MIME Edit extension provides the SeaMonkey 1.x "Helper Applications" interface, shown below, as a Firefox add-on.
--- it was so much nicer when they allowed us to add file types/actions...