Open browser-gadgets in Firefox?

In some gadgets like compact search, it opens in Firefox, but others (for instance this one), it opens in Internet Explorer. How can I make the second one open in Firefox if possible?

The configuration of each gadget is unique -- depending on what the author included. There should be a little "wrench" symbol to the right of the gadget in the Sidebar. Click it and it will give you the configuration panel. From my experience, most of the configurations are very minimal.