Эй, there! Does anyone know how to save an image from Internet directly from your iPod touch?

I'm right now Письмо on one, and I need to save some Обои to this iPod. Sometimes I get the luck that I'm looking at some image and magically appears the option to save to this iPod или something like that. But it appears only in the Обои I don't want to save!
Can someone help me?

;)