How do I save a picture off of facebook into my mac?

If I wanted to save a picture from Facebook into my hard drive on a mac, what would I do? I'm used to a Windows, so I'd normally make the picture in the album bigger, right click, and 'save as'. But, on this Mac. When I go into the album, and click the picture when it makes it just a single photo, a black box come up instead for viewing, and there is no option to let me save as even when I right click. It won't let me drag into my desktop either. When I close the black box, it just closes the album and goes back to the group of pictures. So, basically what I'm asking is; How do I save a picture into my hard drive on a Mac. Or, get the black box disabled?