I've tried searching for a similar problem, and haven't found one. I'm sure this is an error somehow with Firefox, but I'm not sure where to turn with this.
I've just bought a dedicated server space at 65.111.164.35 (serverpronto) so I could maintain my hosting, but run MU because my current host can't support mod_rewrite.
Anyways, the install seems to have gone fine now that I have everything set up, but when I try and import my old blog (from noreasoncomics.com) it uploads the file... Then firefox asks me what I want to do with 'admin.php' - save it to disk, or open it as a PHP document (which saves it to my desktop and opens it in BBEdit or Dreamweaver).
If you need to see the server/php info, it's http://65.111.164.35/phpinfo.php
I'm Running MU 1.2.1, and I exported from WP 2.1.3