Download images from a list of urls (in excel sheet) to my local disk

Hi, i have a sheet with a list of urls of some pictures:

http://www.mysite.com/cbcuu/$5Gbewh60.jpg
http://www.mysite.com/cbcuu/$"£%"£wh60.jpg
http://www.mysite.com/cbcuu/$rf34ewh60.jpg
http://www.mysite.com/cbcuu/$5G$£h60.jpg
http://www.mysite.com/cbcuu/$5G65h60.jpg
http://www.mysite.com/cbcuu/$5G"£££h60.jpg
http://www.mysite.com/cbcuu/$5Gbtgtgh60.jpg

I need a tool that will automatically connect to the url and download the images in a folder.
So now i have new urls like these:

C:\User\Anto\Pictures\$5Gbewh60.jpg
C:\User\Anto\Pictures\$"£%"£wh60.jpg
etc.

Then the tool must re-insert the new urls in the excel sheet near the old urls.

I hope this can be done in excel. Thanks very much and sorry for my not-perfect english.

Hope you have a nice day.