Drag and drop images from Firefox and IE

I stumbled upon a neat little trick today.
Want to save an image? Click on the image, hold, drag, and drop it into whatever folder you want. Note that this doesn't seem to work for background images (i.e., images placed on page via CSS).
Want to save a link? Want to save a shortcut to the current page or a link? Click, hold, drag, drop.
IE asks you to confirm the copy (look at the dialog below), but Firefox doesn't.

Nice.