Zenfolio users have the advantage of a custom right-click option on all of their photos. The standard browser right click options are automatically replaced with Buy, Add to Favorites, Dim the Lights and Download Original (only if you've enable downloading) and Share This Photo.
This means the ability to right-click and save your image is not a function any visitor of your site can use, unless you choose to enable Download Original.
This is the default right click menu displayed in photo pages:
Once the downloading of original images has been enabled in Access Control and the downloading of lower resolution display been allowed, the download options are displayed.