firefox downloads often don't let me change the name

So I click on a link and it gives me two options: open with some application or to save file.

The problem is, it wants to save it as some longwinded file name, when I'd rather have something else.

Like for instance, I've got a picture on facebook, I click on options, download then it gives me some filename like 234395827323.jpg when I'd like to change it to something more readable.

Instead, I have to wait until the download is complete, find the file, then rename it.

Isn't it much easier to give me the option to "Save file as..." in the first place?