That works great most of the time, but sometimes certain sites that are a little protective about their pics will disable that feature of "Saving Picture as." In this case you need to take a screen capture.
This is simple. When the picture you want is on your screen, simply push the Alt-Printscreen buttons at the same time. This will capture everything on the screen...
Now you can open up your favorite picture or photo editing program and paste as a new image.
Crop away what you don't want and save it where ever you want with whatever name you call it.