ну вот например

Private Declare Function URLDownloadToFile Lib "urlmon" Alias "URLDownloadToFileA" (ByVal pCaller As Long, ByVal szURL As String, ByVal szFileName As String, ByVal dwReserved As Long, ByVal lpfnCB As Long) As Long

Public Function SavePictureOnComputer(URL As String, Path As String) As Long
SavePictureOnComputer = URLDownloadToFile(0, URL, Path, 0, 0)
End Function

Private Sub Form_Load()
Dim urlA As String
urlA = "http://www.heroeswm.ru/wimage.php?reg&r=000000000000000000"
WebBrowser1.Navigate urlA
SavePictureOnComputer urlA, "C:\whos89.jpg"
Picture1.Picture = LoadPicture("C:\whos89.jpg")
Picture1.AutoSize = True
End Sub

но тута мы сохраняем определенную картинку. а их там-то много
ну капча.. ну как? а??