The IP default gateway command is used on switches that do not have IP routing enabled. In other words it should be normally used in combination with the no IP routing command.
It basically makes it like your switch is a dumb host on the network and needs a gateway.
If you want your 3750 switch to route traffic to the firewall, do not use IP default gateway. That is really only going to be good for management.
Use IP route 0.0.0.0 0.0.0.0 firewall.address.x.x