Autosave issue - OSX LION

I don't know if this question was already asked, but I have an issue with the new autosave feature which comes with the new osx Lion... When I open a photo, downloaded from the internet, in Preview, I close the window, but the picture is saved and apparently can't be deleted!!

If I open preview, swipe down with 4 fingers, the files are still displayed at the bottom of the screen, so this means they are still on the mac, and I don't know how to delete them.

Now I don't have any problems yet, but I don't think it's good if every file, photo, document is saved (wouln't this slow down the mac? espescially photos...)

So, how can I delete those files from preview and from the mac???

Thanks,

Mrs Paul