What way are you downloading?
Personally i would never download a picture,you dont know what comes with it really.
The safer way is to click the image until it is at full size.
Right click and click copy image.
Open paint (start>all programs>accessories>paint)
Open a new file and make it big.
Press CTRL+V to paste the image.
Crop to the right size (just drag the canvas in)
Save the file.