Aaah, i think I found it. On Vista, there was an issue reported just like this and it's caused by Firefox taking the permissions from its temp download folder and using those on your downloaded files. Windows should be propagating the permissions down from your share but its not, it's allowing the permissions to be "not inherited" on those files you downloaded.
The fix was to set the permissions on your temp download folder and the problem should go away. Pain in the ass and I don't understand why mine is working correctly without permissions set on the temp folder, but it's not affecting me on 3 different boxes. I don't use the Firefox built in download manager though. I use either Leechget or DownthemAll, depending on my mood.