Download rather than play via iTunes (Firefox – how?)

After a recent severe computer (PC) crash, I’ve had to reinstall *everything*. Heck of a job!

I often go to http://podcasting.rtbf.be/media/radio/podcast/cl21/cl21.xml and when you click on a file, it downloads. Now it opens a new page and plays with iTunes!

In Firefox, how do I change this (and presumably for other browsers too)?

Thanks in advance,

John.