Arrgh! What am I missing here!?

[EmperorChrostas the Cruel]

I recently downloaded and installed Mozillia Firefox, out of IE concernes.
Two problems, that may be just my ignorance.
One, is the bookmarks. They are all fucked up, and difficult to read, as they are no longer in any kind of order, and I cannot find the sorting method.
Is there one?
Two, when downloading good old porn, with IE, I would rightclick the mouse, and "save target as." This gave me the option of downloading different files in different folders (Blonds, Redhead, Brunettes,ect...) at the same time. Also, the download boxes in IE tell you WHERE the data is being downloaded FROM! (this is important when surfing and downloading multiple sites, as most sites only allow 2 connections at a time.
Now I can download, but only after jumping though hoops. It also doesn't let me change where I download my movies TO, except as a setting.
Am I doing something wrong, or is the added security and popup blocking what I am "paying" for in lost convenience? (More keyboard strokes = more security because of different system.)
That rightclick, "save as" option is mighty convientient. But is it the false convenience of not locking your doors?
Am I making the right choice in browsers, given that I (IE) surf in no java, no cookies mode, have a Zone alarms firewall, and Norton antivirus/autoprotect running at all times?
Or is using IE jst like painting a bullseye on my back, and hoping to be lucky.
I have caught a virus once, but Norton caught it, and killed it. 5 or 6 times the scriptblocking part of Norton has slammed the door shut as well. (Always on shady porn sites, after the popup plauge)

In short, am I lazy, and need to push more buttons, or am I missing features that a better user could find and use?
More work= better security?
More work= ignorance of worksaving method?

[Slartibartfast]

About the downloads, what you mean "except as a setting"? You can set it to "ask me every time where to download a file".

Other than that, well, I haven't found an option like Mozilla where you can use OR NOT the download manager. Apparently you either use it or use it.

ADD: Actually, it's not about "More security", it's about dumbing the program down from Mozilla

[EmperorChrostas the Cruel]

After researching the issue, I should have waited longer before asking for help.
More importantly, I should read more carefuly.
Still, thanx for the clue, it solved the last mystery Slarty.
This browser is doing strange things though. Like it won't let me place the emoticrons where I place them, but rather at the end of the piece. It has also changed the size of the cursor, making the last letter of replys unreadable.
The popup blocker is great, but unless I can cure these irksome problems, it may be back to IE6.

[phongn]

This browser is doing strange things though. Like it won't let me place the emoticrons where I place them, but rather at the end of the piece.

I'm not sure why it does that, it might be an IE-specific thing.

It has also changed the size of the cursor, making the last letter of replys unreadable.

Odd, I have no idea why it would do that.