Hah! I saved it as an "Offline file" in IE6. I can still look at the pictures off line.
Unfortunately, I have no idea on Earth where the hell they actually are on my machine. I can access the index page offline, and click on each picture, but where the actual image files are I have no idea. There are no jpegs with these names stored anywhere on my application drive. The images are encoded somewhere deep in the bowels of Microsoft Space, I suppose.