The social network works have reached such huge databases where it is filed, describe and share all kinds of information, including photos in different albums. Previously, it was only possible to download photos from Facebook and MySpace one by one, but now there are applications especially created to keep full albums with a single click.
For MySpace, the application is called MySpacePAD, for Facebook called FacebookPAD, both can be download from the homepage of Mozilla. The only difference between both tools, is that FacebookPAD allows you to save the photo albums in the location you choose, while MySpacePAD the download in the default directory of the application.