... You may say that the photo is private in your control panel, but that does not necessarily make it so. The privacy settings are designed to make the “private” photos public, but it does not seem to work that way. If you can see a photo, you can copy it. All you have to do is right click on it and choose “copy link” to copy and paste the link into Facebook or another application, or just click on Save image to save it to your hard disk.
