Computers are perverse items sometimes. When you want them to remember something they won't ...and when you want them to forget something they won't do that either!

I suppose if you really want to sort this problem out then deleting the Firefox Profiles folder might do it. A new Profiles folder would be created the next time you start Firefox. There's a file called 'downloads.rdf' in the Profiles folder. It might be a good bet that this is where download preferences are stored.
If you decide to create a new Profiles folder first back up;
* userChrome.css (in the 'chrome' sub-folder).
* bookmarks.html.
* user.js (if you have it).
Then just put them back into the newly created Profiles folder. Any installed extensions would also need reinstalling from the Firefox site.
It sounds a bit drastic and daunting but would only take about 15 minutes (perhaps 30 minutes when you're on a learning curve).