While downloading you can use FlashGet. Just install it, on the page with images, take the mouse pointer on an empty area and right click, youll see download all with flashget, after selecting this it will allow you to select only .jpg, .gif, .png etc.. or define your choice...

Flashget Page:

flashget.com/en/download.htm

After Download you can use ACDSee's batch renaming feature # sign defines ti increasing number an example : picture_## means 2 digits increment 01-99 or for a free advanced renaming tool look for ARen Advanced Renamer which you can also batch rename folders too.

Aren Page :

advancedrenamer.com/