Central Admin always opens up in Firefox
Somehow IE can't be the default browser, or at least not completely. When you click on the SharePoint Central Administration link, it executes this command:
"C:\Program Files\Common Files\Microsoft Shared\Web Server Extensions\12\BIN\psconfigui.exe" -cmd showcentraladmin
This starts what is supposed to be the default browser.
Have you tried setting Firefox as the default browser, then closing it and restarting IE to set that as the default browser? Perhaps you need to uninstall Firefox, reset IE as the default browser again, and check the Central Admin shortcut works. Or any combination of these things...
At worse case you may need to choose the Reset button from the Advanced tab of IE (assuming you are running a recent version that has this).
Why have you got FF on a server? I hope you're not browsing the web from it...
Anyway, that aside, how about just popping a shortcut to central admin into your IE favourites? OK, one extra step, but it'll get you there.
But I really wouldn't do management directly from the server at all. In my environment the only time anyone ever logs on to a server is when they specifically need to do something like installing drivers or Windows Updates. All other work is done remotely if at all possible.