Use an http request to download the image and a binaryreader/binarywriter
to read the request and write the image to disk.
This example has some code in it that uploads binary data. You
can modify it to perform a GET for the binary data instead of a POST. Do
a find on the page for: WebRequest
You could use the HttpWebRequest method as Robbe said, or you can use WebClient.DownloadFile.
However, with HttpWebRequest and reading the stream you could monitor/display download progress. With WebClient will have to wait till the file is downloaded.