MFC: Load image from the web into CImage

[msn92]

Hi everybody!

I need to load a jpeg image from the web into CImage for later adding it into CImageList.

CImage::Load(LPCTSTR pszFileName);
can be used to load an image from the local disk.

What would be the easiest way to load an image from the web?
Do I have to download the image manually first, and then load it to CImage? Or is there an easier way?

Thank you.