Where the image ends up on your computer depends on the browser/operating system you have and the choices you make. Current versions of Internet Explorer and Firefox browsers show a box to start the download asking for "Save or Open" and if you choose to save, there will be a box that confirms the download either with a button to open the destination folder or right click the image in a list for an option to open the folder.
At that point, make note of where the image ended up so you can navigate back there with this forum's File Manager. Not as simple as I would like, but hard-headed geeks make this stuff up.
Another option is to use ImageShack or PhotoBucket to resize and host your images. ImageShack Tutorial:
http://www.oldgas.com/forum/ubbthreads.php?ubb=showflat&Number=126797
