I got it to work in FF by doing what you said.  The steps are:
1.  click ce toolbar button to add checkbox, which adds the checkbox but does not open the dialog.  At this point cursor is in front of checkbox.
2. single click on the newly added checkbox in the editor body to give it focus
3. re-click on the checkbox button on the ce toolbar - this finally opens the properties dialog box.

The other controls, like textbox, are simpler:
1. click ce toolbar button which automatically adds the texetbox AND opens the properties dialog box.

In IE, clicking the checkbox button on the ce toolbar adds the checkbox AND opens the dialog.  Can we get the properties dialog to automatically open for checkboxes and radio button in FF in the next release?  I think users expect all of the buttons that add controls to behave similarly.

Thanks,
Pete