NeoDownloader Lite is a free image downloader that can download all JPEG images from the URL that you provide. It will explore the webpage for all the JPEG images, and download all of them. You can even set to it explore entire website to download JPEG images.
NeoDownloader Lite is extremely simple to use. Just drop the URL that you want to explore in its download list, and it will automatically show all the JPEG images that it finds on that link. You can download all of them with one click.
NeoDownloader Lite comes with a paid version as well that supports downloading other image formats as well, apart from JPEG.