This is a problem with the most recent versions of firefox. Although alert does still work when used within a web page, when looking at the console you will see that alert is not defined in the browser, so when used via URL it will not do anything . The only way you can get it to work is by using the web console. you can find it by clicking (in firefox of course) on tools > web developer > web console. Just type it into the console as you would via URL and you will get your alert pop up.
Hope this helps.
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