[NumLock]

Код:

procedure TForm1.FormCreate(Sender: TObject);
var
  IdHTTP1: TIdHTTP;
  memorystream: TMemoryStream;
  jpegimage: TJPEGImage;
begin
  IdHTTP1:=TIdHTTP.Create(Self);
  memorystream:=TMemoryStream.Create;
  jpegimage:=TJPEGImage.Create;
  try
    IdHTTP1.Get('http://i73.odnoklassniki.ru/getImage?photoId=227021476870&photoType=0', memorystream);
    memorystream.Position:=0;
    jpegimage.LoadFromStream(memorystream);
    jpegimage.SaveToFile('c:\Downloads\my.jpg');
  finally
    jpegimage.Free;
    memorystream.Free;
    IdHTTP1.Free;
  end;
end;