1. If it is png/jpg/jpeg/gif, just right click and save.
2. If it is flash, you will need some plugin to save it. Some brwser like maxthon comes with such plugin, in form of Float Button, so just keep your cursor over image/flash animation, and it will show a small button on image, you can save it from their.
But many times saving just flash file won't work. It may refer some other resources on server, or even load some other flash file also. For that you will have to
1. Decode flash file and see what resources it uses and download them also.
2. Use firewall to monitor what files are accessed.
3. If you use maxthon, turn on file sniffer and set it to monitor all file types. It will list all the files that are accessed. Latest version will also allow you to download same using built-in download manager.