So I fixed the problem by uninstalling firefox and then deleting the following folder:
/home/matt/.mozilla/firefox
Once I did this I reinstalled firefox and it worked correctly. I was still a little frustrated with why this happened so I tried it again. I click to download a .pdf file and clicked do this automatically and clicked save. But Then there is no way to reset back to the default setting where it asks you what to do. The way to handle this is to go to Edit->preferences and click on the application tab. With mine there were no applications listed and nothing to edit. Hence the problem. Now, the real fix:
install using adept or favorite application installer "firefox-gnome-support". Once this is installed then restart firefox and go back to the application tab. Waaaalaaaa! all the applications are listed there and I was able to select .pdf and tell it to ask me every time what to do. Hope this helps someone who was having the same problems as I was.