My win7 doesn't allow that to be done, it tells me I do not have permissions to save to the system32 folder and offers to save the piccie to "My Pictures" instead.
Do the same with a "torrent" file, it tells me I do not have permission to save and offers to save the file to another folder.
Do the same with an executable file, it tells me I do not have permission to save and offers to save it to another folder instead.
Do the same with a pdf, I get "access denied".
In other words, I cannot download ANYTHING to the system32 folder despite running as admin, so I cannot understand how your friend managed it on Win7