Yeah, I got what you meant by "dumped". I assume then that you are not the one dumping them, and you don't control that... It sounds like you are trying to cache the pages ala Google. (albeit locally)
So having said that, you probably need to look in the PHP manual at the file() functions, along with some way of matching the <img src= portion of image tages to strip out the URLs of the files. (Probably something like preg_match() or something...
I personally am not sure of the best way to go about it, but hopefully something I have said here will help. Just start digging into the PHP manual, and you will find something. I am 99.99% sure what you are wanting to do can be done.