I will assume you have permission to copy the images you have tried to download and are fully aware of copyright legistlation?
If so you could try going to "FILE" at the top of your browser and then click on "SAVE AS" (make sure it says "webpage, complete (*.htm;*.html)" in the pop-up copy box, re-name the file's to something unique if you wish and select a folder somewhere where you can easily find it and then click on "SAVE".
You should find you will now have all the files associated with the website, including pictures...However with some sites you may find that you have only copied the thumbnails and not the full sized images.