Why canti save photos from facebook to my iphone 4?

I can't figure out how to do it. I went to privacy setting.facebook is on. What do i do?

Added (1). I do that and it still doesn't save

Use your phone to open the Facebook App, open the picture so that the picture is the only thing on the screen, and the touch the screen and hold it down for a couple seconds.

It will bring up a little menu that will give you an option to save the image.