Just right-click on them and select the “Save picture as” function. Save them into a personal folder and add that folder to picasa.

Ta-dah!

Of course, you could always click on the photographs to see whether they open up to become a larger jpg/gif/tiff/whatever-photo-extensions file. If that’s the case, you could either open them up individually then save them, or just right-click on the image, then click “save link as” then follow the same steps.