Open File dialog has the OK button grayed out
From MozillaZine Knowledge Base
This article also applies to other problems you may be having with the opening dialog, which is the one that pops up when you click on a link to download a file, that prompts you to open the file with an application or to save it to your hard drive.
The OK button being grayed out is documented in bug 264492. In some cases, selecting another option (e.g. "Save to Disk") will reactivate the OK button so you can then reselect the "Open with" action to open the file with an application.
Note that there is a workaround to manually edit mimeTypes.rdf, but you should only attempt it if you feel particularly daring and have thoroughly customized your File Types settings (which is the information mimeTypes.rdf contains).