I used to get frustrated with this alot as well, but I found a work-around that saves me a lot of headaches.
First, I downloaded 7-Zip. It's a free .zip file manager like WinZip, but it gives you the option of "Auto Rename" on files if it encounters duplicate filenames.
Next, being that I'm using Windows Vista, the OS defaults images to the "Pictures" folder anytime a picture is opened in a new window, essentially "forgetting" the last file path I was saving to. This was VERY frustrating, especially if a gallery opened each image in a new window. I created separate folders for each model that I liked, and kept the "Pictures" folder empty.
When I decided to start collecting pictures of a model, I'd save them all to the default "Pictures" folder. Then I'd use 7-Zip to add them all to a zip file, and then I would extract them all again into the folder made for the model. If it encountered any duplicate filenames, I would simply select "Auto Rename" and let 7-Zip rename the files.
I know it sounds like a pain, but believe me, it's the easiest work-around I've discovered yet. Once I've extracted the images into their destination folders, I simply delete everything in the "Pictures" folder, including the .zip files I've made.
The nice part about 7-Zip is that it works for .zip, .rar, and .cab files, making it a very versatile tool, and it's free.