here is example link ->
http://home.earthlink.net/~alanmclark/BSS.003.jpg.html
I can't save that jpg pic by using my mouse right click and save image. I just tested some pics what I searced from the net, that some pics what are jpg.htm or jpg.html works when I try to save them but some not.
Hope this help you to find out what is the problem.
When you try to save that BSS.003.jpg.html image using internet explorer or some other browser you can save it, but k-meleon 0.7 doesn't save it at least for me.