Downloaded photos keep dissappearing from Gallery after a couple of days

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http://androidforums.com – I have downloaded some photos from emails to my Captivate a few times and they save nicely into my gallery. I don't see any option for me to pick where to save them, it seems to be auto. But then I'll go back in a few days and they aren't there anymore. In fact I can't find them anywhere on my phone though one might still be a screensaver. Any ideas? (General)