A number of websites are set up in such a way that you cannot save imagesthat they include. Some of these include scripts to disable right-clicking, meaning that you can't bring up the pop-up menu that includes 'Save Image As...'. There are a variety of ways of getting round this, such as disabling JavaScript on your web browser. Other sites are set up in such a way that images are layered, making it difficult to select the right image to save. One solution that works in both cases is to save the entire web page and then delete all the files that you don't need. Firefox offers a simpler alternative: the 'Page Info' window.
When you right-click on a website you will see an entry on the pop-up menu that reads 'View Page Info', which you can click on to open the 'Page Info' window. This window has a number of tabs, including one called 'Media' shown below. If you go to that tab, you will see a list of all the images on the page and a 'Save as...' button that you can use to save any image from the page.