I think you can change the settings of Firefox so that it just download without showing a download file dialog.
https://support.mozilla.org/en-US/kb/change-firefox-behavior-when-open-file
You cannot handle native OS dialogs with Selenium IDE, if you can't disable the download dialog, then your only option is dropping the IDE and writing Selenium tests in code and combine it with something like Auto-IT: http://www.toolsqa.com/selenium-webdriver/autoit-selenium-webdriver/