In order to save videos or photos that you receive from your families all you need to do is:
Open the image you wish to save.
Right click on the image with your mouse.
Select 'Save Image As' from the list of options.
Rename the image and manually type a .jpg extension at the end of your file name.
Choose where you want to save it.
For further reference, please see screenshots of Step 3 and Step 4 below.
*Please note: This works for both pictures and videos.
1. Open the conversation that has the image you want to save.
2. Tap on the "Image."
3. Tap on "save" to download the image.