So all internet cache goes to the browsers cache folder.. thats great.. but why the heck when I open a movie does it clutter my downloads folder?

Common Firefox!

I hate this. I want my downloads folder to contain things that I have told it to "download" not things I tell it to "open". It should be saving these in the browser cache folder unless I tell it otherwise.

Its default "download" folder is the downloads folder.. which is what I want, but why the heck when I click a movie that is a type that I have selected to "always ask" what to open it with (which I select VLC to open it full screen) it will save this file to my downloads. I did NOT select "Save As" I selected "open".

Can someone help with this insanity?! lol Thanks!