Yes it is Firefox.

1. Click Tools
2. Click Options
3. Click Downloads
4. Click View & Edit Actions...

Here you will see a list of all Extensions and the Action that Firefox will perform.

5. Click on a line e.g. MOV MOV file | Open with ...

That line will become "highlighted"

6. Click Change Action

You will then see the screen I posted.

You need to do this line by line for every extension listed. Where you see WMP as a possible Default then choose it. MOV files for example cannot be opened by WMP but they can with Media Player Classic if you would rather not use QuickTime.

Nowhwere on the Downloads option is an option to View & Edit. Only other options are file type and plug-ins.
arthur003

Are you sure you've got FireFox there then? This is a screener of my FireFox Options>Downloads window