Another way to get around this is to use the print screen key. Although it's messy and tedious, it's also handy for avoiding other similar setups which combine anti-right-clicking features with mouseovers and such. (For example, the guest area at www.nakkidnerds.com.)

For the uninitiated; when used in Windows, print screen copies the current contents of the screen onto the clipboard, to be readily pasted into most programs that support the use of bitmaps. As jasonm mentioned, this technique is slightly lossy (and somewhat impractical for images larger than your browser window's viewing area). The captured image will be at the same colour depth as your screen, whereas the original image may have had a greater colour depth. As long as you don't change your display settings, this shouldn't have a large impact on your viewing experience -- just know that you won't be re-creating the exact same image data that was on the web server.