New install of Firefox won't download anything on first try.

So I have a new laptop (Windows 10) and have a fresh install of Firefox, but whenever I try to download files; like CCleaner, Musicbee, Mp3tag or anything else it won't succeed on the first try.

A yellow dot appears on the download icon, and I have to click "retry" for it to download properly.

But, when I save a picture it work fine.

Any ideas why this isn't working?