COM files are executed in the same way EXE files are executed. So let it be done. Especially when you've downloaded one that has commands in it to erase your important files. Please, look at any batch files before you run them. Most web page images are in the GIF format and will be displayed automatically by your browser.
Different browsers handle the saving of graphics in different ways.
If in doubt, right click for a context menu. It is not unusual to see a 5-megabyte photographic image compressed down to a 30K file. Most browsers handle JPEG images as they would GIF images. Best known as Microsoft Windows' native graphics format, most of us have come to loathe it. However, since it is the format used for Windows wallpaper, we felt it was worth mentioning.