It is possible that you clicked "Block Images" in the right click context menu while trying to save an image.

See:

• Fix problems that cause images to not show
• http://kb.mozillazine.org/Images_or_animations_do_not_load

• A way to see which images are blocked is to click the favicon (How do I tell if my connection to a website is secure?) on the left end of the location bar.
• A click on the "More Information" button will open the Security tab of the "Page Info" window (also accessible via "Tools > Page Info").
• Go to the Media tab of the "Tools > Page Info" window.

• Select the first image link and scroll down though the list with the Down arrow key.
• If an image in the list is grayed and there is a check-mark in the box "Block Images from..." then remove that mark to unblock the images from that domain.

if I click on the thumbnail even in my own photos, it acts like its trying to load but never does. When I right click on the blank square and click view image this is what I get: Firefox can't find the server at sphotos.ak.fbcdn.net. It even does it on IE.