Get download error message - but can open download ok

When I download a file from the Internet (using Firefox 3.6.8) I always get the same error message: /Users/Home Folder/Downloads/example subject 7.pdf could not be opened, because an unknown error occurred.
Try saving to disk first and then opening the file.

Yet when I open up the Downloads Folder I can open the file just fine.

Any ideas of how I can fix this glitch?

Thanks,
Danty