Knowing how to use Windows is only half the battle; the other half is knowing its language.
For example, I regularly encounter users who don't know the difference between a file and a folder. That makes for a bit of confusion when someone tells me, "I just downloaded some photos, but I can't find the file they're in."
Uh, what? Actually, what you mean is you can't find the folder they're in. This may seem like a minor distinction, and obvious to anyone with intermediate-or-better computer skills, but it's important. You can't get help with a problem if you don't know the proper terminology. (Just try calling a tech-support line and explaining that you "looked inside the file but couldn't find the spreadsheet." You won't get far, I promise.)
Let's start with files. A file is any individual item on your PC, be it a photo, a Word document, a Quicken database, or an e-mail attachment (which may actually consist of multiple files). A Zip file, FYI, which is commonly used for attachments, is a single compressed file that contains one or more other files. Pretty simple, right?
Folders (pictured) are containers for these files. Windows starts you out with a handful of folders (Documents, Music, Pictures, etc.) you can use to store common file types, but it's a simple matter to create new folders (and/or sub-folders: folders within other folders) and name them what you please.
The smartest Windows users are those who understand and make good use of folders and folder hierarchies. Want to become one of those users? A great place to start is Managing Files and Folders in Windows 7, a free chapter excerpted from the book, Microsoft Windows 7 On Demand. (Note that much of the material applies to earlier versions of Windows as well.)
Oh, one more thing: That Web browser you're using is called Firefox, not Mozilla. Mozilla is the company that makes Firefox. (Yeah, it peeves me when people use the wrong names for things. Get it right!)