uses
  UrlMon;

procedure TForm1.FormCreate(Sender: TObject);
begin
  WebBrowser1.Navigate('http://decoding.dax.ru');
end;

function DownloadFile(SourceFile, DestFile: string): Boolean;
begin
  try
    Result := UrlDownloadToFile(nil, PChar(SourceFile), PChar(DestFile), 0, nil) = 0;
  except
    Result := False;
  end;
end;

procedure SaveAllImagesToDir(const DirPath: string; WB: TWebBrowser);
var
  i, j: Integer;
  Source, dest, ext: string;
begin
  for i := 0 to WB.OleObject.Document.Images.Length - 1 do
  begin
    Source := WB.OleObject.Document.Images.Item(i).Src;
    j := LastDelimiter('.', Source);
    ext := UpperCase(Copy(Source, j + 1, Length(Source)));
    if (ext = 'GIF') or (ext = 'JPG') or (ext = 'JPEG') or (ext = 'BMP') or (ext = 'PNG') then
    begin
      j  := LastDelimiter('/', Source);
      dest := DirPath + Copy(Source, j + 1, Length(Source));
      DownloadFile(Source, dest);
    end;
  end;
end;

procedure TForm1.Button1Click(Sender: TObject);
begin
  if not VarIsClear(WebBrowser1.OleObject.Document) then
    SaveAllImagesToDir('d:\tmp\', WebBrowser1);
end;