Thanks for all your suggestions. I used to use a website download program in the past, but I just cannot remember which one it was. It had the facility to enter in unwanted URLs to limit the number of additional links in a webpage. I used to have Net Transport, and Get Right, maybe it was one of those.
I tried another such program recently, pointing it to a single page of thumbs of the type that open up in secondary pages. But it found over 3000 links by the time it had explored all the secondary links!
FireFox's DownThemAll wasn't successful at all. In the above page of links, all I got was a number of 'blank' FireFox pages without any images at all.
Now - if I could just remember what that other program was!