Integrated Windows Authentication with Chrome and FireFox
Did about an hour searching on the internet before I asked this question. But after asking it I did just another search giving the answer :-), matter of finding the correct keywords. Here the answer: https://stackoverflow.com/questions/5724377/mvc3-site-using-azure-acs-adfs-continually-prompts-for-credentials-when-using
Did you also look at the following setting for Firefox?
Add your URIs. Separate multiple entries with commas.