On the http://www.magnachrom.com/Issues.php page, the "Download" link points to the http://www.magnachrom.com/IssueDownload.php page, probably because it needs to check if you have signed in. After you sign in, the "Download" link still points to the same location, but brings up the Open/Save dialog box - please see the attached screenshot.
However, if in the past you had selected the option "Open with Adobe Reader..." and also checked the option "Do this automatically for files like this from now on.", Firefox will 'remember' to open any PDF file in the browser without asking you.
Hope that helps....