1) images must be modified using an image editing utility.
2) folders should be downloaded as they are supposed to be by default. However
the site uses a scripting language (asp) and its server may rewrite the
requests.
3) You downloaded the pages that are not password protected by the server or
the scripting language (unless your username and password are stored on your
system which is very unlikely)
4) The problems lie within the server side (the server rewriting requests or
the scripting language) so you won't find any utility that can guess the
actual location of the files.
Why don't you ask for the code and modify it using dreamweaver or any other
editor and edit all the images?