If I have the address of some image at someone else's domain like http://www.domain.com/image.jpg
how do I grab that file and save it to a directory on my own domain without having to download it to my harddrive then uploading it withing forms?
You might want to contact the owner of the image, request a copy of it, then advise them you will be using their intellectual property on your own site, passing it off as your own.
Actually I'm using it so that a surfer can upload his own link to his site with his own icon. I already figured it out.