Hello angiesvoice,
It sounds like you have the Image Protection feature in your account preferences on, so when you look at the full size images, you encounter that message when you attempt to download them back to your system. All you need do is change the setting in the Image Management area of your Account Preferences (which you can reach from the My Account menu) to disable this feature while you are downloading your images. You can then re-enable the feature when you have finished.
- Craig