Part of it is redirectors. I?m assuming the links probably end with .asp, that asp is probably like 1kb. And the other part is you have a damn fast connection, and I think firefox starts the download after you click the link as opposed to waiting for you to tell it where to save it. so by the time you browse to the directory you want to save it to, and click save, firefox has already downloaded, and now all it has to do is copy the file from cache to where you told it to save it too...
Disclaimer: I AM A SELF CONFESSED MORON, AND I HAVE NO CLUE HOW FIREFOX ACTUALLY WORKS, SO TAKE ALL I SAY WITH A PINCH OF SALT...
-manno