Do you get any system error messages? What happens when you try to install it? We need more information to be able to help you out

If the file you downloaded has the word "stub" in the name, it needs to connect to the internet, and this can be a problem with some firewalls.

To get a "full" installer, use this page, and scroll down to your preferred language:

https://www.mozilla.org/firefox/all/

Thank you for your assistance. That seemed to fix my problem, but what was the difference in the two downloaded files?

The stub file is a quick download that connects back to Mozilla for the full installer. Many firewalls require you to individually approve programs to access the internet, but in some cases, they may not prompt you when they think you already made the decision to block this program before. I suspect that was what happened in this case.