Actually, I like how Firefox does that, since I'm on a dialup. I can get an idea of whether I really want the image or not, especially if it's a large file. With IE you have to wait until the image appears.
I've compared images saved with both browsers and personally see no difference.
Here's a good a test as any - color bars. Save it with both browsers and do a side by side comparison. (Why anyone would post color bars in a lossless format is another story).
http://www.unisatmobile.com/UniSat%20Color%20Bars.jpg
Uh, that should be lossy instead of lossless. Time for bed....