If you can use and download pdf documents in IE you should be able to do so also in firefox, without it crashing. Is it only firefox that crashes, it is not the Operating System Windows XP crashing ?

My understanding of your message is that your problems include trying to download pdf files and save them on your computer. Note to download pdf files you do not need the PDF reader.

First try with Acrobat reader disabled. Use Tools -> Add-ons -> Plugins
and click on the option to disable Adobe Acrobat reader. (If you have it enabled firefox will try to open the .pdf file and display it rather than trying to download it and save on your computer)

Next try using Firefox in Diagnose Firefox issues using Troubleshoot Mode does that work. Next consider trying with any plugins disabled or uninstalled, see troubleshooting plugins

You may also wish to display the .pdf files in firefox, but lets initially, try to deal with the problem you first described.

Firefox crashes when i try to save any document from webpage . i use the right click of the mouse e.g . file save as and this should save it on my computer but it does not .Can you please help

Did you try in safemode, with default theme, and all plugins disabled, does it then save files ?