Batch Download Pictures From Website

I want to download from this site . . .

LAZONAMODELOS.COM

I can start the download and picaloader begins to grab the pic's.

At the download picaloader show's the wanted images in the correct size.

If i take a look in the projectfolder - i only see index files ( .php ).
I have taken a screenshot, where you can see my settings and the results.

Any solutions to fix this problem? The same story at Glamourmodelsgonebad.com

THX in advance
sorry for my bad english

Have you tried using the custom filename on the Project Properties dialog?