I was looking for a way to keep track of all my friends pictures and mine too and I found this great Firefox add-on. Thought of sharing it with you people. Its called "Facepad".
All you got to do is install this add-on from thelink given at the end of the post and next time you right click on any link to your friend's or group's album, you'll see "Download Album with FacePAD". When you click on it ,all the photos in the album will be downloaded and put onto your desktop. Enjoy!!
FacePAD download page: https://addons.mozilla.org/firefox/addon/8442