The one thing IE does which I wish Firefox did but it doesn't, or does it?

When I want to download something in Firefox it shows me this:

When I want to download something in Internet Explorer it shows me this:

 

I use Firefox but I want it to look like IE when I download.  I want the option to RUN.

There must be a firefox addin that can do this ... but I can't find it. 

 

Can you help?  Please ...