Strange Download Format

I'm using Firefox 1.0 under MacOS 10.2. I frequently download files in 
PDF format from various sites.

Lately, I've noticed that such files do not regularly download as PDF. 
Instead, they intermittently show up as ".do" files, a format that I 
haven't found any program to open. In Safari (Apple's browser), I have 
no such problem.

What's the problem here? Why can't I get the files the way the program 
says they will be saved?