Android and Windows are both an operating system (or OS for short). Your phone runs Android as the OS. Some phones run Windows Phone 7, which is the latest OS for Windows smartphones.
Mozilla Firefox is a nice browser on the PC, but it takes up a decent amount of resources. On Android, there is also a variant of Mozilla Firefox which you can download from this link: http://www.mozilla.com/en-US/m/beta
Unfortunately, it is only in beta stage at this point. Beta means that the program/app (in this case) is not yet ready for a normal release. They are still testing things, tweaking things, and adding in new features. The Mozilla Firefox for Android app, as it is still in beta, has not yet been officially released onto the Android Market. You have to download it from somewhere else.
That wouldn't normally be a problem, but you are an AT&T subscriber, and AT&T disables users from installing third-party apps onto devices they sell. If you tried to install the Mozilla Firefox for Android, I'm almost positive that your phone would not let you, as AT&T won't allow their users to install it, as it qualifies as a third-party app.
If you really want the browser, you'll have to wait until they release it onto the market. There are some apps in the Market which try to pose as the real Firefox app, but they are not. Don't be fooled.