Hi, I'm not an employee of this company, but still wanted to answer if I can.
I'm not familiar with the Picassa Library, but if it's on your computer, and you're using WindowsXP, you can right-Mouse-button click over the link for the photos (zip link or each photo) and highlight the option in that mini-menu that says "Save-Target-As". This will allow you to place it anywhere on your hard drive.
If you use a Mac operating system, I'm not familiar with that OS, maybe Enrique can help with the similar option on the Mac.
Questions
I'm not familiar with the Picassa Library, but if it's on your computer, and you're using WindowsXP, you can right-Mouse-button click over the link for the photos (zip link or each photo) and highlight the option in that mini-menu that says "Save-Target-As". This will allow you to place it anywhere on your hard drive.
If you use a Mac operating system, I'm not familiar with that OS, maybe Enrique can help with the similar option on the Mac.