Firefox is not a KDE app, so it doesn't necessarily look like the rest of KDE, although it can be themed to look that way. The non KDE applications that you are talking about are probably GNOME/GTK applications and to make them look similar to KDE applications, you can use an application called gtk-qt engine. Search for it on
kde-look.org. It inserts a module in to the Look and FEel (or Appearance and Styles) section of Kcontrol and you can then select the option to use the KDE theme with gtk applications.