Strangely you cannot set browser window status bar using javascript (by setting window.status) in Firefox. There are two simple ways you can enable it.

Open about:config in browser and search for dom. disable_window_status_change. Change it to false.

Additionally in Firefox v1.0, this can be changed via "Tools → Options → Web Features → Enable JavaScript / Advanced → Allow scripts to change status bar text"

In Firefox v1.5, this can be changed via "Tools → Options → Content → Enable JavaScript / Advanced → Allow scripts to change status bar text"

via MozillaZine; learnt the hard way.