I use Neo Downloader light for photos. I just copy the link into the program and it copies all the photos from the page into a folder on my hard drive.
I've never come across another program like it. I got it free of a magazine cover Cd, but you can also get it from here:
http://www.neowise.com/neodownloader/
I use Fresh Download for videos, programs, or any other large files.
Registration is required, but it is free. The registration code also works for a bunch of other cool free programs. I use a free mail.com account for registrations. (Some sites don't like Hotmail)
Get it here: http://freshdevices.com/
Sweet!
