In Firefox, go to the Firefox Menu.
Click on "Preferences" / "Options".
Select the "General" tab and scroll to the "Network Proxy" settings.
Click on the "Settings" button.
Select the "Manual proxy configuration" option.
Enter your Burp Proxy listener address in the "HTTP Proxy" field (by default this is set to 127.0.0.1).
Next enter your Burp Proxy listener port in the "Port" field (by default, 8080).
Make sure the "Use this proxy server for all protocols" box is checked.
Delete anything that appears in the "No proxy for" field.
Now click "OK" to close all of the options dialogs.