A quick way to load images from a list of urls With media file selector widget it's possible to add images right from the web, without prior downloading them to the desktop.

But it quickly get's rather tedious if you have a list of image urls. 

For adding multiple images from local drive there is a wonderful plupload module. But what's about convenient loading of remote files?
Haven't tried it, but I would use the Feeds module with a csv import of the urls to the files.

You may also need http://drupal.org/project/media_feeds.  I think this video shows how to do this http://ia600704.us.archive.org/35/items/WorkingWithMediaInD7/usingmedia.mp4