Get a yellow bar saying "To protect your computer..."?
If you see:
Click "Edit Options" for the following popup:
Click the "Allow" button, then, "OK". Then click the SelectThing 1.0 link again. You'll get a popup asking for permission to install:
Click "Install Now" and restart Firefox to enjoy all the fun of SelectThing. I'm sorry the process has so many steps, but Firefox rightly wants to be careful so evil websites can't take over your computer.