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Jellby - I use a gadget called Flashgot, when I click on a book here I get this
The top option will open book in calibre-veiwer because that's my Windows default for EPUBS. I have this in Options :
A while back I had lots of problems with document downloads in firefox (pdf, epub, doc, xls etc) - so much so that I used chrome to do those downloads for while. I can't recall if it was resolved by: creating a fresh profile, reinstalling firefox, or reinstalling windows (because I got an SSD).
I'm using Win 7 Pro fully up to date, Firefox 38.0.1, and calibre 2.28 [64 bit]
BR
I use Flashgot because it offers the three pathways you see, importantly to Free (standing) Download Manager, I use it to download chunky things like software, iso's etc - then I can crash/trash the browser without interrupting the downloads.