> is there any way to download a whole picture gallery just
> creating locally an "index.html" file and all of the 
picture
> files? 

No, this isn't possible - you have to build the page by 
yourself. But a good help is to find inside the mirrored 
folder for all files named "*.gif,*.jpg" and then sort the 
results by size (and maybe moving all results in a single 
folder). Or mirror using 'Set Options'/'Build 
structure'/'..images&other in "images"'', and then make a 
page based on the "images" folder contents.