Firefox and the storage of screen shots

Jolly_Roger

I recently upgraded my Firefox browser to the latest version, which seems to have disturbed retrieval of screenshots from folders.
Essentially, I store screenshots of newspaper articles in various folders in My Documents. Usually, to retrieve one of these, I simple click on the stored document and the article will open as I had seen it on screen.
However, a rather annoying new thing is now happening. When I click on the stored article, it opens as usual, but then is minimised, with a pop up box declaring:
"Windows cannot find 'C:\Documents and Settings\User\My Documents\(name of folder)\(name of stored file)'.
Make sure you typed the name correctly and then try again. To search for a file, click the Start button, and then click Search."
If I click on the OK button, the file once again becomes maximised; if I simply ignore the prompt and click on the minimised file, it also becomes maximised. The best approach is the latter, since once you exit the document, you are taken back to the folder in which you stored it and it is highlighted, so you can tell which you have just accessed. If you straightaway press OK, this does not happen.
Using the older version of Firefox, this did not happen. No stupid message, no need to press OK. How can I eliminate the pop up box?
PS Using XP.

Jolly_Roger

PS. This is not the case with IE. No pop up box and the image is immediately up on screen.