You're kidding right? You save them like a normal pic. Except those moving pics are called gifs and they would be under the "gif" pic format and you just right click and save them.
^You play them in a window media player or some other media player and they would move. There are certain software that plays gifs and is gif compatible
You take the gif (while it's moving) and right click, select "save picture as" then save the gif where you want it. Once you upload it on a website, you can see it move.
When you view them in Windows Live fotografia Gallery, there is a couple of buttons at the buttons at the button that you can click to see the slides. I put pictures on my phone and when i look at them on that, they move.