Can only save as .bmp/Copying pictures from the net

This isn't exactly icon related, but I didn't know where else to ask it..

Whenever I try to save any image off the web, I can only save it as a .bmp which means I can't save any animations.
I can't copy and paste any images from the net and when I look at the properties of the image it says the type is "Not Available".

I looked through the memories and found something similar that said to clear out your temporary Internet files so I did, but that didn't help.

I can copy pictures from one folder on my computer to another, so it's not that.

Please help me!!

Thanks in advance :)