Did you figure it out yet?

Don't bother right clicking, digging through the temp files, looking at the source, or any of the other crap suggested.

LEFT CLICK AND DRAG AND DROP THE PICTURE TO YOUR DESKTOP. or any other folder of your choosing.

It works just fine and you can save each one of those images in about 3 seconds or less.

Shutterfly did a nice job of working with JavaScript to disable the right click, and won't let you view the image if you disable javascript. It's cute, but just annoying. They even disabled the IE image toolbar, creative but useless. Drag and drop till your hearts content.