HOw can we have people click on a link then it pop up this window asking where they want to save their stuff. I know it can work if the file is in zip file, but what is it's only gif or jpg? are there any code to do that?

nope. A gif doesn't download, it views when it's given the full url. However you can put some text below the link saying "right click to save as" and then they can. OR make the .gif into a .zip file and then make it available for download.

but just clicking, i don't think it's possible, since when you click a link to a graphic it just views the graphic itself. So right click save as is the most easiest way that i know of

Love,
Mirna