I've heard that the method for downloading a photo is kind of obscure, so...
To download a photo, start by getting to that photo in its larger, single-picture display (click on its smaller version in the thumbnail display to get to that point). Then, hover your cursor over the left side of the photo. A menu with a Download option should slide out. While this menu is showing, slide your cursor over the Download menu item, and a further submenu should appear, allowing you to download just that photo, or all available. It's at that point that you'll be invited to enter the password.
Enjoy.
Bob March