Depending on how your client houses images on their server (and if their image folder is CHMOD 755) you may be able to use a nifty BATCH FILE macro that I use from IOPUS (
www.iopus.com)
This useful tool runs a batch file macro of all your image urls, grabbing the images and storing them on your hard drive.
I have a dropship account with a dropshipper who has over 4000 products / images. They too provide the URL to their images in a spreadsheet, so I just build a .BAT file of these urls, run the macro and go and make a cup of tea.
Half an hour later - all 4000 images on my hard drive (while I'm relaxing with tea!)