firefox alias not recognized

i recently purchased my 1st mac [macbook pro with mountain lion]
i was using safari just fine but i need to use firefox for an online course im taking. i downloaded version 15.0.1, which was the recommended version on the mozilla website. it seems to work fine, but each time i turn my computer on, there is just a question mark where firefox was. i click on it and it brings up a window with the firefox icon ans an arrow next to it pointing to an APP folder. if i lick on the icon, it opens firefox, if i click on the folder, it opens my applications folder. if i try to delete the original downloaded install icon, it says that firefox is currently in use and cannot delete it. it's just kind of a weird annoyance that i would like to figure out, but firefox does run fine when i open it. any help would be excellent.

 

Aha!

balamw, that totally worked. thank you! much appreciated