When a web application delivers a file to the browser without a mime-type (such as providing a WAV file as
binary/octet-stream rather than
audio/wav), Firefox will always display the dialog asking you how to handle the file, and will ignore the checkbox "Do this automatically for files like this from now on."
When you do not have the ability to fix the web application, is there a workaround for the Firefox browser? The Applications tab in Firefox only allows you to configure the actions for file types that are accompanied by a mime type; you cannot seem to configure actions purely by file extension. Some Google searches have turned up plugins for extremely old versions of Firefox (pre-4.0), but nothing current.