According to http://forum.kde.org, here are some easy steps to make FireFox integrate better with KDE:

1. install your distro’s gtk-qt-engine
note: depending on how far your distro is with kde4 integration this package may either be called gtk-qt-engine or gtk-qt-engine-kde4

2. change your Firefox theme
If you use the default KDE oxygen theme install the oxygen theme for Firefox from here: https://addons.mozilla.org/en-US/firefox/addon/7962

3. change the appearance of the file selector:
type “about:config” into Firefox’s URL bar and type “platform” into the display filter below. Make sure that the value for

    ui.allow_platform_file_picker

is set to false

4. Additionally, to fix buttons and checkboxes, install package gtk2-engines-qtcurve. Now open KMenu->System Settings->Appearance->GTK Styles and Fonts and set “Use another style” (under category GTK Styles) to QtCurve. Save it and restart Firefox (copied this straight from post #5 😉 – many thanks!)

5. For downloads – you may want to consider installing the flashgot add-on. It lets you use Kget as a download manager.

Also of interest is https://addons.mozilla.org/en-US/firefox/addon/207, a FireFox plugin which may help choosing the correct application to run when downloading files.