Problems saving files, inline images

[Mad Dog]

On certain websites (namely yahoo groups, but I've had this problem elsewhere as well) if I try to right click a link and "save link target as", it says "The link can not be saved. The file may have been moved or had its name changed." or something like that. However, if I left-click the link, it opens without any problems. I have had the same problem with images as well (they display on the page but I can't right click -> save image as.) Does anybody know what is wrong?