Try setting your default application through KDE, first (and, then, if need be, adjust it in Firefox).
On the file type you would like to assign the application to (i.e., some PDF document), right-click and select "Open With >> Other". From the resulting requestor, locate the application you would like to use, and click on it. If it works, you can repeat that step, and select "Remember this application..." (see "OpwnWith003.png")
[attachment deleted by admin]