Not trying to be a negative Nancy, but I just went to your site, clicked the 'live site' link to the 'Gooley' gallery, right clicked the image and 'saved as', and it worked.

I even checked to see that the downloaded image matched what I saw on my screen.

Is it supposed to do something else?

For the record, I'm using Chrome on Ubuntu, but I also tried it with Chrome and Windows and got the same results.