WebRequest request = WebRequest.Create(Url);
                WebResponse response = request.GetResponse();
                Stream reader = response.GetResponseStream();
                FileStream writer = new FileStream(@"c:\c.jpg", FileMode.OpenOrCreate, FileAccess.Write);
                byte[] buff = new byte[512];
                int c = 0;  
                while ((c = reader.Read(buff, 0, buff.Length)) > 0)
                {
                    writer.Write(buff, 0, c);
                }
                writer.Close();
                writer.Dispose();

                reader.Close();
                reader.Dispose();
                response.Close();

楼上可以实现

WebClient client = new WebClient();

            byte[] bytes = client.DownloadData("http://hiphotos.baidu.com/atelans/pic/item/c7c7dbf5b2306f69d8f9fd17.jpg");
            MemoryStream ms = null;
            Bitmap bitmap = null;
            try
            {
                ms = new MemoryStream(bytes);
                bitmap = new Bitmap(ms);
                bitmap.Save(@"e:\test.jpg", ImageFormat.Jpeg);
            }
            catch (Exception ee)
            {
                Console.WriteLine(ee.ToString());
            }
            finally
            {
                if (bitmap != null) bitmap.Dispose();
                if (ms != null) ms.Dispose();
            }

一段示例代码，在console下运行的，你可以放到web中试试，添加相关的.net程序集

用的是第三方控件实现的。