Save Picture As

Sorry for the delay in getting back to you . . .
It is "Save Picture As"

Right-Clicking Picture:
Save Picture As . . . has file name "untitled" and file type "bmp" (.jpg not even an option).
Save Target As . . . is disabled
Tested on XPsp2 with IE6 and 98 with IE6.

When I goto other sites (drupal, microsoft, my work, etc.) I can rightclick and save picture as with correct extensions (so pretty sure not a browswer / os problem).

I do not believe I have anything enabled that would conclict with right-click options . . . Here are my modules (other than core-required):
Color 5.0 Allows the user to change the color scheme of certain themes.
Contact 5.0 Enables the use of both personal and site-wide contact forms.
Help 5.0 Manages the display of online help.
Menu 5.0 Allows administrators to customize the site navigation menu.
Path 5.0 Allows users to rename URLs.
Profile 5.0 Supports configurable user profiles.
Search 5.0 Enables site-wide keyword searching.
Required by: views_fastsearch (enabled)
Statistics 5.0 Logs access statistics for your site.
Taxonomy 5.0 Enables the categorization of content.
Required by: Forum (disabled), Image Gallery (enabled), Taxonomy Access Control Lite (disabled), Taxonomy Access Control (enabled)
Throttle 5.0 Handles the auto-throttling mechanism, to control site congestion.
Upload 5.0 Allows users to upload and attach files to content.
Image 5.x-1.x-dev Allows uploading, resizing and viewing of images.
Image Gallery 5.x-1.x-dev Allows sorting and displaying of image galleries based on categories.
Notify 5.x-1.x-dev Enables notifications of new content and comments by e-mail.
User registration notification 5.x-1.x-dev Notifies administrator of new user registrations.
BBCode Allow the use of BBCode in your posts.
Bookmark Us 5.x-1.2 The Bookmark Us Module allows visitors to quickly and easily bookmark your site, and the current page.
Links 5.x-1.2 Controls Links settings and API. Required for any other Links module.
Links Administration 5.x-1.2 Allows links from all over the site to be managed in a centralized way.
Links Weblink 5.x-1.2 Creates articles whose main purpose is to catalog a web link.
Pathauto 5.x-1.0 Provides a mechanism for modules to automatically generate aliases for the content they manage.
Persistent Login 5.x-1.0 Provides a 'Remember Me' checkbox in the login form
Scheduler 5.x-1.2 This module allows nodes to be published and unpublished on specified dates.
Site map HEAD Display a site map.
Taxonomy Access Control 5.x-1.x-dev Access control for user roles based on taxonomy categories.
Depends on: Taxonomy (enabled)
Text Image 5.x-1.0 Provides text to image manipulations and image based captcha challenge (with Captcha module).
Upload preview 5.x-1.1 Adds image preview thumbnails to the file attachment section.
Depends on: Upload (enabled)
Extended user status notifications 5.x-1.0 Provides configurable email notifications when users are set to active, blocked, or deleted.
User Protect 5.x-1.0 Allows admins to protect users from being edited or deleted, on a per-user basis.
Captcha 5.x-1.0 Implements a captcha to registration, comment, contact and node entry forms.
System Info 5.x-1.0 Displays information of the drupal install and system environment.
Video HEAD Allows video nodes.
Video Image HEAD Enable thumbnails support for video module.
Video Upload HEAD Enable video files uploading in video module.
Views 5.x-1.4-2rc1 The views module creates customized views of node lists.
Views Bonus Pack Enhanced features for Views module
views_fastsearch 5.x-1.x-dev Defines a simple search filter for the views module.
Views UI 5.x-1.4-2rc1 The Views UI module allows you to create and edit views.

I am still having problems with "Save Picture As". Filename comes up "untitled" and file type comes up .bmp (without even having the option of .jpg). The pictures are .jpg

In addition to the information previously posted, the file system is set as private with the files located outside the main httpdocs folder.