Unable to save a gif file in browser

Hi! I subscribe to daily comics from comics.com and receive a strip everyday. I can save these strips in windows (gif format) easily. But when I switched to a mac, I get this error:
You cannot save this document with extension “.gif” at the end of the name. The required extension is “.dms”.
I'm only able to save it as .dms or .gif.dms.
After doing this, I need to go back to the folder and delete the .dms extension! Is there a reason why safari/mac will not let me save an image without the dms thing?

Interesting. This appears to be a Safari-only issue. I tried to access the site with Firefox (4.0RC) and the site wouldn't even load properly. SRWare Iron (ie Chromium) loaded the site AND saved the comic properly. As did Camino and Flock.

Thanks! It's strange that safari should have such a bug... it seems like such a small thing.
Now everytime I use a pc, I try not to take these things for granted!