Erato,
Do you by chance have "pop-up blocker" turned on? If pop-up blocker is turned on and the image is not showing at all because Flash Player is too old on your computer, you will not get prompted to upgrade your Flash Player. Also, if pop-up blocker is turned on and you ARE getting the image to appear, this could explain why you do not get the "save" pop-up window (dialogue box as Suttonrog refers). If you are using Internet Explorer, pop-up blocker is found under the Tools menu.
Shanty