Enigmail is an extension for Thunderbird and the SeaMonkey mailclient. It is not supposed to, and hence cannot, be installed in Firefox.
If you use Firefox to download Enigmail, you need to right-click on the download link, select Save as..., and save the XPI file on your machine. Then open Thunderbird, go to Tools → Add-ons → Extensions, click the Install button and select the XPI Enigmail file. Restart Thunderbird afterwards.
If you're looking for a GnuPG extension for Firefox, for instance to encrypt/decrypt/sign messages using webmail, then have a look at the FireGPG extension at http://getfiregpg.org.