That is ok.
I just went into Netscape 7 and had the same type of trouble but was able to save it.
I went to view, page info that you will not see in firefox. I have a Extension that gives me a button that I added to the tool bar but still in firefox I could not get it to work.
In netscape I went to the page info, media tab and highlight it and clicked save. It said mp3 sound file something in the file type, In the file name box it said attachment.php so I deleted the php and added mp3 and saved it and it saved ok.
So if the web site does things to help protect from people download files you have to see if there are other ways like the page info, saving web page etc. Even then if you can sometimes you can in other browsers like you know or other version of a browser.
Wow I did it again in firefox by going to page info, media tab. I clicked save and the save box came up. The file type box was blank and in the name box it only said attachment but I added .mp3 to the name and saved it and it works.
I got the FireFoxMenuButtons
https://addons.mozilla.org/firefox/2046/ and it gies you added buttons and the page info is one of them. It is the blue one you see here
https://addons.mozilla.org/firefox/2046/previews/ on the 3rd roll with the i in it netx to the blue one with the ? mark in it. It is a good one to have to be able to see where things come from and save things.
So from what just happen try again and when the save box comes up type in a new name and save it but don't forget to type in the file ext so your need to type in .mp3 or at that site copy the whole file name like the first post has a al.mp3 file so when you save it don't name it al but name it al.mp3.
Even if when you go to save a file and the box that says file types is blank or does not show the file type you want does not mean you can't save the file. Add the file type ext to the name will take care of things.