Data Mining: downloading files from a web page.

Question

Hello, I am trying to create a windows application that takes a web page URL and searches the page for certain files, aviation images mostly, then downloads those files from the web page to my PC. I don't know where to begin with this one. I have searched the MSDN library, but have not found much useful stuff. been using key words like "http" or "Http transfer" or "URL" anyone have any ideas? or knwo where I can find some code samples? thanks. Chris