About 1 to 2 years ago, the only Firefox option for transferring images was "Save Image As". It took Mozilla some time to give Linux users the same simple "Copy Image" option that Windows users already had. If you now select "Copy Image", rather than "Save Image As", the image is copied to your local clipboard. Running in RAM from liveCD, though, the save to clipboard could eat up RAM pretty quickly. Anyway, you should be able to save images to an external drive once it is mounted with write priveleges.