Just saw this thread and I know ClubNeon already helped you out, but for future reference here's what I do. (You have a Mac, right?)
Safari has a feature called the Activity Window (accessible from the Window menu) that shows all the files, scripts, images, etc. coming into your browser. It makes grabbing individual files from sites a snap.
I opened the Activity window, then loaded the photo gallery you linked to. Here is what shows up in the Activity window:
You can double-click items in the list to open them in their own windows (from which you can save to disk), or you can hold down option and then double-click items to download directly.
