I've never understood why that happens occasionally, but it seems more likely to happen when a page is reached via a coded link (rather than directly browsed to). For example, I tend to experience this effect when clicking a Renderosity download button takes me to a jpg picture which I then want to save. I save it as a bitmap (for security) but whenever possible, I also add the picture page to my list of favourites. If I then return to the same page offline, there seems to be no problem whatsoever with windows saving the image as a titled jpg. I've a separate partition exclusively for Temporary Internet Files and there's always loads of space so it isn't lack of cache space for me.