Just to bring together some of the previous answers:
It looks like you're using the latest version of Firefox. If so, it has an American spell-checker built in. To download the British version, go here
http://www.mozilla.com/en-US/
Click 'New Firefox Add-ons', then 'Dictionaries' and then the link alongside 'en-gb'. (It's a very small download; it only takes a few seconds).
You'll initially find that nothing has changed. Firefox will still underline words like 'colour' as being incorrect. However, if you right-click on such a word, you can select 'Languages > English / United Kingdom'. Thereafter, the British dictionary will be used by default.
Chris