Firefox has a delay when you install extensions as a security mechanism. This is done because it would otherwise be pretty easy for a website to trick someone into installing an extension before they even realize what they are doing (which is obviously a bad thing). See Bug 162020 for details and even an example.
I’ve seen a few sites publicize how to disable this security feature, though I’d point out this is really not a good idea. It’s 5 seconds people. Even if you have 20 extensions installed, your talking about 100 seconds, less than 2 minutes of your life. Seems like a reasonable compromise for the extra security.