If you use Mozilla Firefox, right click on thumbnail and "save link as....." to your computer.
If you use Internet Explorer7 and older, it would be to your advantage to update your computer to Internet Explorer 8. To save with IE8, either right click on thumbnail and 'save target as....' OR left click on thumbnail to take you to the page with the actual size graphic and then right click and 'save as....' to you computer.
However, if you choose not to update your computer to IE8, you may have to save the page to your computer, and then right click on the image from there and save your jpg.
Before trying that, you might want to clean out temp files and folders and cookies and reboot.
You may open your saved image in your PSP Program as a new mask.