Or if you can't get back to explorer for whatever reason try [WINDOWS ][/WINDOWS], this will open the Run Dialog where you can type the name or path of a program to open.
You can download hijack this, all you need to do is let explorer close. Then start firefox through the run dialog or task manager or however you want to do it... from there just download it to whatever directory you want and then open THAT directory (or the hijack exe) through the run dialog or the task manager dialog...