Most modern browsers allow you to drag an image straight from the browser window to the desktop to keep, but Safari seems to randomly leave you with an HTML document instead of the image you wanted.
I have found a [possibly roundabout] way of making sure you get the images you need every time rather than spending hours unknowingly collecting HTML documents.
Open a new Textedit.app document and drag all your pictures to its window from safari. When youre done, save it and 'Show Package Contents' on the file in the Finder. There are all your images.
Mac OS X Hints
http://hints.macworld.com/article.php?story=2003111108402756