This document tells how to change the QuickTime browser plug-in so it doesn't show you a broken filmstrip icon or try to open a large version of the image inside your Web browser. This will let you left-click on the filename to download it instead of having to right-click and choose "save target as."

1) Go to Start --> Settings --> Control Panel and double-click the QuickTime icon.
2) In the window that appears, choose the Browser Plug-in option from the drop-down menu
3) Click the MIME Settings... button
4) Make sure the box to the left of "Images" is UNCHECKED.