[[escafandra]]

Y sin indy:

Código Delphi [-]
uses Urlmon;
//...........................................................................
procedure LoadURLImage(Image: TImage; URL: String);
var
  TempName: String;
begin
  TempName:= 'temp' + ExtractFileExt(URL);
  URLDownloadToFile(nil, PCHAR(URL), PCHAR(TempName), 0, nil);
  Image.Picture.LoadFromFile(TempName);
  DeleteFile(TempName);
end;

Ejemplo de uso:

Código Delphi [-]
LoadURLImage(Image1, 'http://telmosilva.files.wordpress.com/2010/03/informatica_12.jpg');

Saludos.