I'm not too sure what's going on with Firefox there... I'm presuming it's the latest-greatest thing from the repositories? Are you running any add-ons for Firefox? (Things like Flash blockers, AdBlock Plus, NoScript). If you are, and you have some scripts blocked, it may be affecting the state of the pages where you are trying to save pix. Does reloading the pages help free up the menus? What does the menu look like the second time around? Is it the normal context menu, just greyed-out, or is it a different looking menu (a clue you're looking at a Flash still photo).
Some sites try to "lock down" their graphical content - is this problem pervasive or just on selected sites?
You might try an addon called Flashgot that is designed to grab all the pix on a page and form a gallery of them. Then you mark the ones you want to keep and they get swept into a folder. Handy for picture intensive sites, it is. (You wouldn't believe my aviation photos album. Lotsa good shots of Russian aircraft.) That might help you "work around" the problem.
Hope you get this one figured out.
Later On,
D