You say you "have a picture" but Properties indicates "IE."

It sounds to me like you don't actually "have" the picture, you
just have a link to a picture.

Go to the Internet page with the picture. "Right Click" over the
picture. This should give you a menu with the option of "Save
Target As." (or something like that) "Left Click" this option
and you'll then open the window to download the file. The Default
is probably your "My Pictures" folder.