Is there way in Firefox to send certain file types to certain folders when opening?

I like using Guitar Pro for my Guitar Tab needs. However, when i open a file from the internet in Guitar Pro, Firefox sends the file to the endless black hole that is my Downloads folder. Is there a way to have it saved to the folder where i put my Guitar Pro files when i open them? I know it is possible to save the file to where you want it, but i dont want to save it, i want to open it. Is there an option for this, or an add-on? Any advice would be great. Thanks in advance!