Thanks for both suggestions. Firefox is already setup correctly to open NZB files under uptions, it just doesn't do it.
I do use download statusbar, but didn't configure it as suggested. I love the out of the box thinking, but it seemed a little more convoluted than just preventing websites from forcing the dialog box (which turns out to be what's happening). I finally decided to install the plug-in "InlineDisposition". It immediately fixed the problem without touching any settings.
Am I right in thinking that configuring DLstatusbar as suggested necessitates AltBinz to already be open, i.e. clicking an NZB in Firefox won't start AltBinz if it isn't running? That one thought was just enough to have me keep looking and eventually find my final solution (with Hecks help).
Thanks again for everyone's help. If any issues pop up with InlineDisposition I will use the DownloadStatusbar trick.