Microsoft's new XPS file format doesn't play too nicely with Firefox, in my experience. If Firefox is your default browser, trying to open an xps document throws the browser into an infinite loop of dialog boxes and new tabs, not much fun.
You can fix this if you have the IE Tab extension for Firefox, but it won't work automatically, you have to make a slight change to the default configuration.
Open the IE Tab Options, and edit the first filter that was placed there by default:
XPS files should now open properly in an IE tab within Firefox.