If you are talking about FF download manager and download completed notification pop-up windows, you can disable them in FF about
Change the value of the following strings to false:
While those popups are particularly annoying in i3wm, they obviously provide some useful information. Disabling both of them might not be what you want.
You can also install Download Status plugin for Firefox which will let you monitor your downloads from a status bar at the bottom of the screen (no popups).