You can disable downloading images in IE using the registry. The setting will effect future IE instances or as soon as the user opens the OPTIONS dialog.
Many other interesting flags can be found under
\Software\Microsoft\Internet Explorer\
Call the function below as
SetIE_DisplayInlineImages(false);
procedure SetIE_DisplayInlineImages(bDisplay : boolean);
const
DisplayInlineImages = 'Display Inline Images';
var
sTmp : string;
begin
with TRegistry.Create do
begin
RootKey := HKEY_CURRENT_USER;
OpenKey ('\Software\Microsoft\Internet Explorer\Main', True);
if bDisplay then
sTmp := 'yes'
else
sTmp := 'no';
WriteString (DisplayInlineImages, sTmp);
Free;
end { with TRegistry.Create };
end;