open "about:config" (paste without quotes to urlbar and press ENTER) if warning appears click on "I'll be careful, I promise!"

paste (without quotes) "privacy.clearOnShutdown.downloads" into the search double-click it to set it to false

then paste "privacy.cpd.downloads" into the search double-click it to set it to false.

First option controls clearing your downloads when closing FF. Second option if set to false will not clear your downloads history when you choose to manually clean history.

Download something, restart FF click on downloads button then click on show all downloads to see your previous downloads.

Thanks that sorted it..