Freeze Finder window(s) in browser or other programs

[DigitL]

Have been curious if it's possible to freeze a Finder window or windows while using a web browser or other programs. For example, if I'm in Firefox, to save a picture, I drag the picture from the browser window into the left or right bottom corner next to the dock in order to save it. I would rather have it where I can drag the photo into a much larger space, ie, a Finder desktop or documents window. Is there any way to freeze or lock the Finder window so it doesn't close when I click on the browser? TIA.