I believe this may be because the server actually, when you load a picture like
http://pics.bbzzdd.com/users/kehi66/17-103-921-02.jpg, sends your request to a PHP script which logs your file request, your referrer and some other things. Having done all that, the PHP script loads your image document as requested.
The workaround:
A) Right-clicking upon the URL to the image save them to disk by selecting Save Target As...
B) If you're viewing a thumbnail to the image, right-click as select Save Target As...
dwell is the coder and maintainer of the scripts that run pics.bbzzdd.com, so you may also wait for final word from him.