Go through web link, save image using VBA?

[Ajw43022]

I'm not sure if this is possible, and it might sound a little bizarre, but here's what I am trying to write a VBA program to do:

1. Travel down a list of hyperlinks
2. Go to the web address of each, which redirects to a JPG.
3. Save the JPG as the text of the original hyperlink.

I don't know where to begin in sorting out how to accomplish this. Any thoughts? Thanks lots!