Hi bud! Ok, I just tried to do this using the native mail app/gmail account. If it is an album someone wants to share with you, it will ask for your user and password. Hopefully, you have your email account set up. Otherwise, you can access your gmail account though the safari web.
I went to view a picassa album. When I found a picture that I liked I pressed on it to view. You could either download the pic...or what I did, was just long press on the photo until a "copy image" option showed up. From there go to your cameras roll to see if your picture downloaded there.
Hope that helps you!