I'll save that for later

One of the things that was puzzling to me about my iPhone is why I couldn't download files off the internet.    Say for example you found a menu online, and you wanted to save it to your phone.  

  The iPhone does not allow this.   It has no problem viewing the menu(assuming its not flash), but if you want to save it to your phone you can't do it.

The same goes for all file types.  

Wierd...