Firefox complaining "Your connection is not secure" when using Fiddler

If Firefox won't work when Fiddler is running declaring that "Your connection is not secure", it is because Fiddler is configured to decrypt HTTPS traffic (done in Fiddler by going to Tools > Fiddler Options > HTTPS) and you are trying to access a website using SSL (HTTPS) and Firefox does not trust the Certificate Authority that created the certificate used by Fiddler. This message is shown because Firefox does not use the Windows Trusted Certificate Authority list; it instead has its own list of trusted certificates.

What you need to do in this case is go in Fiddler and export the root certificate (in Fiddler do Tools > Fiddler Options > HTTPS > Actions > Export Root Certificate to Desktop) and then go in Firefox and add the Certificate Authority among the trusted ones by importing Fiddler's root certificate (in Firefox do Options > Privacy & Security > Certificates > View Certificates... > Authorities > Import...).