If this is to prevent your copyright-protected material from being downloaded, then the only reliable way of doing this is to not upload it in the first place. No matter how you try to protect it, there will be a way to get the content. Even if it's just copying and pasting the text off your page.
Basically, don't expect miracles, because you sure ain't gonna get one.
That said, I think I may have a solution. I've never seen anything that could specifically disable the Save option - at least without having you go round to the person's house and install software on their machine before they visit the site - but I do know of a Javascript which will open up a pop-up window without some of the browser chrome (ie the toolbars, scrollbars, status bars etc).
I think this link will explain all (it's actually a part of a much larger tutorial, which may also be of use):
http://www.devshed.com/c/a/JavaScript/Controlling-Browser-Properties-with-JavaScript/1/Being Javascript, however, it is easily disabled. Told you not to expect miracles.