If it is your server and you have - for example - php which you can use... You could make ONE archive which contains all images. Then you only have to transfer ONE file... After downloading you need to extracts the images from zip. I dunno whether there is a unziplibrary or not for b4a.
Elsewhere you make a txt, download it and the download each image insige it, yes...
You have to check your needs and your possibilities for the right solution for you