> I would like to know if it is possible to download
> all *.jpg files within a certain directory but with
> no index file being present?> 
> EG: www.mysite.com/images/*.jpg

Some sites do not allow reading directories, others do.
open www.mysite.com/images/ in a browser.  If it looks like an explorer
listing then your answer is yes.  If you get a 403 Forbidden then no.