If you just need to put a single or a few photos on the web, like here on MR, then just do a quick copy of the onto your desktop. Then upload them, and when done delete them. It is an extra step, but with the iPhoto Library not in folder/file format I think it's about the only way.
Edit: Sorry, misread your post. You want to copy a pic off the web and put in iPhoto, right? In that case, I think you could just copy onto desktop or download into Downloads Folder and then a quick Import into iPhoto.