Firefox, you have let me down.....

[MuGen]

Go to TOOLS > OPTIONS

click on Downloads

and check "Show downloads everytime download begins"
and check "Close downloads when finished"

It should cancel everything out with small files like images.

EDIT: Or just uncheck "Show download manager everytime download begins."

And when you download a large file and wanna see progress, just hit CTRL+J and it'll come up.