This is a quote from this article - http://kb.mozillazine.org/Actions_for_attachment_file_types
"Download Actions" settings
Despite what the labelling in this panel might suggest (it says "Thunderbird can automatically save or open attachments of certain types"), these settings simply allow you to change the save/open actions that will be performed when you double-click on an attachment of a specified file type. Changing these settings will not allow save/open actions to be performed automatically for attachments in incoming messages without user intervention. For instance, if you previously used the "Do this automatically for files like this from now on" checkbox to have Thunderbird always open ".doc" attachments with Word, you can undo that file-handling association by clicking on the "DOC" file type and clicking the "Remove Action" button.
To add a download action to this list, open an e-mail that has an attachment of the type you want to add, or write a new e-mail and attach a file of the type that you want to add. Open the attachment and choose how you want Thunderbird to open it. Check the box "Do this automatically for files like this from now on".
The MIME Edit extension adds a Tools -> MIME Edit -> Edit menu command that does everything (except for searching) that the download actions window does, plus it lets you create a entry. It can be very useful if you get a bad setting due to opening an attachment that has the wrong MIME type definition, acknowledged "do this from now on for all attachments of that type" and it replaced the good entry with a bad entry.