There are several ways I can think of to get around this.
First, have you tried just dragging the image from the webpage to the desktop? If this works, you can then just double click on the desktop.
If this doesn't work, you can "view page source" of the webpage. You can either get there by right clicking somewhere on the webpage that isn't the image, or through the menu bar. Once you display the source, just look for a URL that starts with http: and ends with either .gif, or .jpeg. Cut and paste this URL into your browser address bar.
The final trick would be to just take a screen shot and paste that into paint.
You could also "save web page" to a folder. This will download all the images and you can just open the folder and double click them.