Open Mozilla Firefox and select "Preferences" from the menu.
Select "Applications" from the menu. Locate the media types for which you would like to change their associativity with the list.
For each file type click the "Action" currently associated with it. Select the option you would like use. By selecting "Always Ask", Firefox will ask you which player to use everytime you open a file of that type. By selecting "Save File", Firefox will download the file. If you do not see the media player listed, select "Use other" and locate the media player in you file system.
Close the dialog window by clicking "OK", if there is no "OK" button, simply exit the window. Close Firefox and restart it. Try opening a file within the browser to ensure the changes have taken effect.