Every time I view a document on the Web it's saved in the downloads folder. I don't want to save things I only view.

Viewing documents like Word and .pdf files requires that the file be downloaded in order to be opened and viewed. IE and Firefox both save these files in either the download folder or in a cache folder to enable viewing. Remember that everything that is not streaming content is treated the same when browsing the web. Firefox makes it a bit easier to clear these items than IE and Safari.