<p>Back in the earlier days of the internet I remember that in certain browsers, every time you downloaded an image or a file, the URL of where that file was downloaded from would be written into that file's properties (I guess the summary tab?). I think Netscape v2 did this if I remember correctly.</p>

<p>I really miss that kind of functionality as every once in a while I'll run into a neat little program stored somewhere in the depths of my hard drive and wonder where I got it from originally.</p>

<p>I googled around but I'm not quite sure what terms to use to describe what I'm looking for. So I'm wondering if anyone knows of a Firefox plug-in or something similar that would do this?</p>

For the IE Browser I use the hell out of Fidler to look at all traffic going across the wire.
For FireFox, you can use the FireBug plugin. There is a "Net" tab that will show you request information that is going across the wire.
Most of the time you can use one of these tools to see what URL was requested in order to start a download. You can also view all the get and post information that might need to be sent in order to have your request succeed.
Fidler is here:
http://www.fiddlertool.com/fiddler/
FireBug is here:
https://addons.mozilla.org/en-US/firefox/addon/1843
Best of Luck!