IE will not let me save images as JPGs or GIF's in Internet Explorer

If you can't save files a JPG's or GIF's (only Bitmap), first try emptying your Temporary Internet Files
Tools >Internet Options >Delete Files button

If that doesn't work, try clicking in the Settings button >View Objects button
Remove any files that show as Damaged or Unknown

If your Internet Explorer no longer allows you to save graphics as JPGs or GIFs

Go to Tools / Options
Click on the Advanced tab
In the Security section at the bottom, uncheck Do not save encrypted pages to disk

Internet Explorer Tips and Tricks: Admin Spy