Pictures should be treated different than other downloads.
Downloaded pictures should be treated independently from other kind of downloable files (like executables, songs, etc.). When downloading a picture, the Save Dialog Windows should show the User Pictures default folder, and that action should not be treat as a download, what I mean is that, there shouldn't be any notification that the picture is downloaded or has finished downloading, there shouldn't trigger the download icon at the upper right corner of the screen and there shouldn't show in the Download History.
I suggest this because pictures is the most common downloable object that users save in their PCs. Is something that should be fast and pretty invisible.
We had this discussion over at the Opera Desktop Team blog already.
I was on your side back then, however, they said, pictures are files after all. So it would be inconsistent not to treat them as a regular download...
Concerning your default folder for pictures problem: Download Control can solve it