This should be fixed in the latest version (Firefox 4.0b5 for Android), which was just released to the Android Market today. To get the latest version, search for updates in the Market app or go to firefox.com/m in your phone's browser.

For details, see: https://bugzilla.mozilla.org/show_bug.cgi?id=632170

Files are now saving to the same location as the stock Android browser, but for some reason, pictures downloaded with the Android browser show up in the Gallery, but not the ones saved with Firefox.

The only solution I've found is to Re-Mount your SDCard by going into Settings -> Storage then Unmount your SDcard then Mount it again. This forces the Gallery to refresh its database. I can only assume that Browser is inserting the image into Gallery's database on the fly and Firefox is not.

There is another bug in Firefox 4 that prevents images from showing up in the Gallery right away. For details, see https://bugzilla.mozilla.org/show_bug.cgi?id=646550

This bug is fixed in Firefox 5, which will be released in about two months. To test the fix, you can download Firefox 5 preview builds from the "Aurora" channel on https://wiki.mozilla.org/Mobile/Platforms/Android