From the FAQ at
http://www.publishermvps.com/WebDesign/FAQ/tabid/30/Default.aspx
Q. When I right-click images on my v.2003 web page I cannot "save as
picture" the image.
A. The VML technology used by version 2003 and the Internet Explorer
browser turns off the save as picture function. Other browsers not
supporting VML should let you do it.
Remember too that the images are downloaded to your computer by the browser,
and could be copied from the internet temp files. Alternatively, since you
are probably using a fairly low quality image in your website anyway,
perhaps you could upload a higher quality image, and then provide a link to
that image for those who might want to download and print the image.
Here is an article about including external files such as pdf or doc files.
However, the process would be the same for image files.
http://www.publishermvps.com/Default.aspx?tabid=157
In the future, you might want to post your web related questions to the
microsoft.public.publisher.webdesign group.
DavidF