To download right click on the image and select "Save image as" or "Save target as" from the menu.
Swapping these images to reflect user input should be easy because of the consistent size and shape. If you're after more irregular shapes in the interfaces, try using gif or targa image formats with transparency (alpha channel). You can also use transparent gifs on top of the interface which will swap to your mouseOver or other changed state image when touched. You can do this by using layers or by using a table to hold the transparent image and placing the interface image in the document's background.
You can create animated buttons by placing these images in frames of an animated gif that will be activated by mouse or keyboard actions.