Vlad:
Here's a tip for you… You can tell Safari to open "safe" files after downloading. Do it and Quit Safari. 
Unfortunately FF filters are not in the "safe" category. So you wander into your 
~/Library/Preferences folder and find a file named 
com.apple.DownloadAssessment.plist. Open it up 
(people wanting to do this themselves will need the Developer Tools installed) and you'll see a Dictionary named 
LSRiskCategorySafe with an Array named 
LSRiskCategoryExtensions. Add a String value of 
ffmcd to the Array. Save and close and fire up Safari. Now FilterForge should download and import the filter.
This editing could also be accomplished with a shell script if desired. This is working fine from all my initial tests… YMMV  
Also, notice: 
This will import correctly into your ~/Library/Application Support/Filter Forge/System/Library folder but will leave the downloaded one in the location Safari downloads to. Enjoy!