What is the name of the file that Kaspersky is analyzing? There is a FAKE update (which actually is malware) named something like "firefox_patch.exe". If that's what Kaspersky is protecting you from, please do not try to download or run it again.

No the .exe's with file names of say firefox-patch.exe is not legit.

The desktop Firefox is not just for Windows as it is for Mac OSX and Linux also so .exe would not be an effective way to send out Firefox updates. The updates are done internally in Firefox (with a .mar type of file) or by download from mozilla.org like say www.mozilla.org/firefox/all/

Even if Mozilla were to use .exe for Firefox updates on Windows, they would be serving them from a *.mozilla.org url and not from random websites with weird names.