It means you can't VIEW such pictures on your computer, let alone keep them. In the UK, the act of viewing a website is legally classed as taking and keeping a copy of the content for your own use - even if you never go back to that page again.

There is a group trying to campaign against this but it's very difficult - the government are trying to make it sound like they're only banning things that 'any normal person' would be strongly against. Therefore, anybody who stands up against the legislation immediately looks like a really bad person.