Downloading executables with "Save Image As..." — Mozilla

By layering a transparent image link to an executable on top of a visible (and presumably desirable) image a malicious site might be able to convince some visitors to right-click and choose “Save image as…” from the context menu and fool them by giving them the executable instead. When the users later double-click on the saved “image” to view or edit it the attacker’s malware would be run.