On Linux and Windows, setting Firefox as your default system browser can be done within Firefox itself. From Preferences, go to the Advanced tab and look down at System defaults. Click the Check Now button and then make Firefox the default browser from the next dialog that pops up.
This method appears to work on the Mac as well, though not all applications appear to believe it. Therefore, the most reliable way to make Firefox your default OS X browser is, paradoxically, to do it within Safari.
On the Preferences.. | General options tab, choose Firefox from the Default web browser dropdown list.