Hi,
This sounds like a fun project, I would like to offer my services for you to do this.
Most sites ban if you make a large amount of requests so hopefully the url's you have dont have this issue.
The script I make will do exactly what you request, but will not account for if the above problem persists, ie it will download the images from the list into the specified directory or create directories based on the domain.
Please contact me to start right away,
Ishan.