If you want the whole thing on your disk, just create a directory, call it what ever you want, then right click on the html and view the source. Then save it in that directory as "index.htm". Then, right click on each picture and save them in that same directory. Savev the pictures as the name they are given on the page. You can see the name I gave them by right clicking and then picking properties. Do not save the whole url, just the name of the picture.
You can do the same on the links (they are all in one directory) and the pictures for each.
If you do all of this right, you can load up the entire thing into your browser from your hard disk.
Hope that hels.