firefox is annoying

the disk image you mean? add it to your applications folder. then eject the disk image.

http://guides.macrumors.com/Installing_Applications_in_Mac_OS_X#Disk_images

 

maybe install the application correctly!

you haven't take the application out of the DMG that it came in. What you do is find the file you downloaded when you got firefox. Then click on it. Then in the Finder drag the firefox icon from the new mounted disk image (it should be on the side bar) and put it in the application folder. Eject the disk image. Drag firefox into the dock.

That's how you install applications on OS X.