The photos are not "saved" in Picasa, you are just using Picasa to view them (the same as you could use another program to view them like Windows Photo Gallery).
So you need to find out where they are saved on your disk and in which folder.
You may be able to do this while in Picasa, by looking at maybe the properties of the photo (I dont use Picasa so dont know how to do this, but I am sure you can use Picasa somehow to find out where the picture is stored.



