First of all, thanks for all the help.

The website is www.thecoverproject.net and it stores scanned game covers for
several systems.

Well, if the wildcard was 1,2,3... that would be easy to achieve with a
download manager. The -* and +* filters on the same line threw the same
results as in different lines.

Covers id follow the following structure:

<http://www.thecoverproject.net/view.php?cover_id>=*
* from 1 to 10297

Then, once loaded that page, the links I'd like to grab are the ones displayed
on the bottom:

<http://www.thecoverproject.net/download_cover.php?file=*.jpg>
* is pretty random here (system name_game name_number_region)

Any tip on how to spider a website? Isn't it harmful/illegal for the hosted
site?
Thanks again