I am running Firefox 4 on Windows and can report that the “Ball In Maze” example does run for me.
I would suggest looking in the Firefox addons window (Tools > Add-ons, or Ctrl-Shift-A if the menu bar is hidden) and make sure that the plugin has actually been installed and is enabled.
Navigate to the folder c:\Documents and Settings<your name>\Local Settings\Application Data\Panda3D\log . It’s a hidden folder, so you will have to type at least “Local Settings” and “Application Data” in the Explorer bar instead of clicking its icon.
What files exist in this folder? Is there a p3dplugin.log and a p3dcore.log? Can you post these files here?