Murrar, not sure if you've already downloaded the latest Firefox, or if you're having issues when attempting to install.
In the event that you have not downloaded the latest one yet, start here:http://www.mozilla.org/en-US/firefox/fx/
Down in the lower left hand corner of that page, you should see a "Firefox - Free Download
Once you select that big green button, you should receive a pop up that has a title of "Opening Firefox Setup" and you should be able to either Save File
Save the file to where ever you'd like (desktop is most often the easiest place and you can always move this file somewhere else once the install is complete) and then run the program.
During the install you may be asked if you'd like to copy your favorites over from Internet Explorer and several other questions, one of which (I believe) will ask you if you want Firefox to be your default browser - in this case, you can select "Yes".
Hope that helps.
Please let me know if you need any other information.