In Preferences, the Download Manager is set to Show when begining download and Close when finished. This works ok for downloading fiels. When saving a page, Download Manager is shown but not closed when done. Note: If the preferences specify not to show it, then it's not shown on both files download and page save.
What version of Firefox are you using ? Please copy the string like this: Mozilla/5.0 (Windows; U; Windows NT 5.1; en-US; rv:1.8b4) Gecko/20050729 Firefox/1.0+ from the "About Mozilla Firefox" item on the Help menu. That said, I think this should be marked as a dupe of bug 243324.
*** This bug has been marked as a duplicate of 243324 ***