|Unlike Internet Explorer (Microsoft's built in net browser) which ships with all version of XP from 95 onwards, Firefox does not store temporary internet files as their separate file types. Instead it stores them in large data files of its own making. There is no way to access the files via the Windows file system then; all you can do to save the information is via the browser itself. If you are trying to save a streamed video file or mp3 etc. then the only way to do do is via a firefox extension.|
You find current extensions here:
Alternatively if you are trying to access all the pics on a webpage, then press Ctrl+'S' or select 'File' from menu at the top and then 'Save Page As...'
In the drop down box for 'Save as type:' at the bottom of the dialog select 'Web Page Complete'.
See the screen shot here for a clarity:
As I said to save streaming data you will need a pluggin/Add-ons, or as firefox calls them extensions.