Can you please help me upload a portrait photo from a photography site to Facebook?

I had some pictures taken at a department store portrait studio. They emailed the photos via their website, you enter a code and you can view the photos as a slideshow, order them online if you’d like, etc. I want to save a few photos to my computer and upload at least one to Facebook. I have been having trouble. On Facebook, when I go to where you add photos and then “browse from your computer” FB tells me something about the file is not a good one or something similar. When I look at what I saved to my computer, the saved file brings me back to the photography site, not the individual photo.

In the past, from this same department store portrait studio, I have saved photos to my computer. However, it’s possible that they have altered their site so this is no longer possible.

I am not sure if it’s no longer possible to upload from the site, or if I am just not doing the right thing. Can you please help an un-tech-savvy girl? Thanks!