I would think you might have to reset your file associations, that is my guess.
But what is the file that Mozilla wants to save? I know that xmms has a really good faq on their site for setting up shoutcast/icecast and http streaming, here is an excerpt from that documentation:
To make Netscape use XMMS on http://www.shoutcast.com you just have to load up
Netscape and choose view/preferences/Navigator/applications add a new handler
set mimetype: audio/x-scpls
set application: xmms %s
hit the OK button and off you go!
And for http://www.mp3.com
Set mimetype: audio/x-mpegurl
Set suffix: m3u
Set application: xmms %s
Available
here
Now I dont recall what Displayserver uses, but I suspect it is m3u, so these settings should help.