Some pages don't allow you to click right to save a picture or open a link in a new window. But there is a way to nevertheless if you are using windows and have a "windows-compatible" keyboard.
Ever asked yourself what's the purpose for that key between the windows key and the ctrl key?
It opens the context menu. So if you want to open a link in a new window just do the following: Right click on the link. Then a window will pop up telling you something about no source code or copyright or something. Click ok and you will notice that the link is selected. Now click on the key from above and choose "open page in new window".

If you are a Mac user you can drag a image which is no link out of the browser' s window, and drag it in in one task. Now the image will appear alone on the page, and you can save it via File->Save.
novalis mentioned this to me.