Until fairly recently, Facebook made it easy to download pictures from your friends' galleries--or at least as easy as any other Web site. Just right-click on the pic in question, select "Save image as..." and drop it in a folder of your choice. Facebook's new gallery app may look slick, but it kills off that easy way to download. Fortunately, there's a simple workaround.
From the album page, right-click (or control-click if you're using a Mac) on the picture you want to download and select "Open link in new tab" or "Open link in new window." (Either one is fine.) Navigate to that new tab or window and you should be able to right-click to save the pic just as you can on most other sites. This trick ought to work for pretty much any browser and OS combo.