Unfortunately, what we users think of as a bug, Ubuntu seem to think
of as a feature! They seem to have no intention of changing the
behaviour.
Press f11 and you will get your taskbars back. But the default seems
to be the unwanted fullscreen mode.
This only happens in the Ubuntu-modified Firefox. The alternative is
to remove firefox, go to synaptic download manager and replace it with
the non-adapted version. Even better, if you are adventurous and do
the research on how to install (google will bring up a page to tell
you how, it will involve pasting commands into and running from a
terminal) is to use the beta 3.1beta2 which gives you switchable
private browsing without losing all your history.