Hopefully if you do not have the original photo that facebook allows you to right click and save the image. I use IE and I have no idea if the drop down menu is different for other browsers.Hopefully someone else will come along to be of further help.
I don't have many photo's on here other than with other people, but have hundreds of a very popular social networking site.
I'm not sure if I can say the name of it of the networking site. You must have the pic on your own computer NOT facebook (or any other website).