No, I have that option unchecked.
But that's a moot point because that very option seems to only ever be used for cases where the linked content can't be opened in the browser, like a ZIP or EXE or something like that.
But a JPEG actually gets opened in the browser, if you click on a link to one. Just like an HTML page, for instance.
Alt+click on a link to a webpage and it gets saved (with the option unchecked).
And no, I'm not gonna check the option. The whole point is I wanted a convenient way to save multiple files on a page and I found one! Right here in Opera, no need for an extension!
BUT for some reason, that particular feature highlights the fact that Opera handles multiple downloads in an extremely poor fashion : it seems to open as many connections as possible, as you keep clicking. And then when you reach some random limit, it just crashes.
An elegant solution would be to simply have a max limit on concurrent donwloads and simply queue whatever got clicked, but apparently, that was too complex to implement by default... yes, I'm being sarcastic.