Downloading straight from web sites.
Right clicking, save as, a lot will download ...
To be technically correct, I would not call the right-click and save technique downloading. If you download a file, you'll typically have to click on a download button and your browser will open a separate panel/window for the download. And, if you elect to save the file instead of immediately running it, your browser will display a separate download panel upon completion of the download; that panel will show other downloaded files, if there were any, until its history is cleared. True downloading is usually the method of downloading software files ending in file extension .exe.
You have said you are using a right click, not starting a "download". So, Now back to what you're doing, which to save an image from a web page. In IE, you woud right click on an image and select "Save Picture as". A panel will open which clearly shows the file type. So, why do you not know the file type?
Can you post a specific page and describe a specfic image and what browser you used so that we can try saving it?