It is very easy to copy an image from the web. Every time you load a page, you load a copy of each image that is in that page. It is easy to save these to disk and use them in your own pages, and it is very tempting to do so. That means the author has a copyright of that image, and you could get in trouble. Most of the time they won't have a problem with it and may have stolen it themselves.
Artists are very protective of their work, and with good reason.
Please be respectful of artists' and authors' rights, and at the very least, give credit on your page where credit is due. There are two methods, one works with recent versions of Netscape and the other works with any browser. With Netscape Place the mouse pointer over the image. It should default to a reasonable name and file type, but you may need to navigate your way to a different folder. Note the size in pixels, as shown in the window title, for later reference.