Bad news. By the time the user is looking a picture on your website through his browser, it's too late to prevent the user from saving the picture. It has already been downloaded and saved into the user's cache. If it had not been, then the user would not be able to see the picture.
The whole point of the web is to make information widely available. Precisely one method will prevent users from saving the image: remove the image from the web server.
That being said, if you REALLY want to try, here are some things you can do ***(these will really only slow a person down who wants the image, not stop them)***.
1. disable right click (Doesn't work on computers without right mouse buttons like Mac, nor does it work when Javascript is disabled). Details about "how" are available all over the web.
2. disable "hot keys" like CTRL+S for save (You'll likely find only an IE-specific solution for this, which makes the workaround easy: use Netscape).
3. Make sure to open your web page in a new browser window with no tool bar or button bar (of course, a user could just choose to open the page manually instead of using your rude Javascript link).
4. Serve the images dynamically using Cache-control headers to suggest that the browser not cache the image.
The sad thing is that no matter what broken method you try, one can always just read the HTML for your site, get the image URL, type it into the browser, and PRESTO, one image, ready for saving.
Like I said, if you're trying to prevent the user from saving information you've already sent to him, you're too late. However, I do understand that some times these requirements come from clients who just do not understand the paradigm and you have to work with them somehow. If this is your case MAKE SURE you explain that you CANNOT prevent the saving of pictures, you can just make it a bit more difficult.