This might work, I have never tried it, but I saved it in my files a long
time ago.  In a module, put:

Option Compare Database
Option Explicit

Private Declare Function GetTempPath Lib "kernel32" _
                   Alias "GetTempPathA" ( _
                   ByVal nBufferLength As Long, _
                   ByVal lpBuffer As String) _
                   As Long

Private Declare Function GetTempFileName Lib "kernel32" _
                   Alias "GetTempFileNameA" ( _
                   ByVal lpszPath As String, _
                   ByVal lpPrefixString As String, _
                   ByVal wUnique As Long, _
                   ByVal lpTempFileName As String) _
                   As Long

Private Const MAX_PATH = 255

Public Function DownloadPicture(ByVal strURL As String) As String

   Dim xmlhttp     As Object
   Dim oStream     As Object
   Dim strTmp     As String

   On Error GoTo Err_DownloadPicture

   Set xmlhttp = CreateObject("Msxml2.XMLHTTP")
   With xmlhttp
       .Open "GET", strURL, False
       .setRequestHeader "CONTENT-TYPE", "image/jpeg"
       .send
       Do Until .readyState = 4
           DoEvents
       Loop
   End With

   strTmp = GetTmpFileName(Right(strURL, 3))

   Set oStream = CreateObject("ADODB.Stream")
   With oStream
       .Mode = 3  'adModeReadWrite
       '.Charset = "iso-8859-1"
       .Type = 1  'adTypeBinary
       .Open
       .Write (xmlhttp.responseBody)
       .SaveToFile strTmp
   End With

   Set oStream = Nothing
   Set xmlhttp = Nothing

   If Dir(strTmp) <> "" Then
     If FileLen(strTmp) > 0 Then
         DownloadPicture = strTmp
     End If
   End If

Exit_DownloadPicture:
   Exit Function
Err_DownloadPicture:
   MsgBox Err.Description
   Resume Exit_DownloadPicture
End Function

Private Function GetTmpFileName(sSuffix As String) As String

   Dim strPath       As String, _
       strFolder     As String
   Dim lngResult     As Long

   strFolder = String(MAX_PATH, 0)
   lngResult = GetTempPath(MAX_PATH, strFolder)
   strFolder = Left$(strFolder, InStr(1, strFolder, Chr$(0)) - 1)

   strPath = String(MAX_PATH, 0)
   lngResult = GetTempFileName(strFolder, "PIC", 0, strPath)
   strPath = Left$(strPath, InStr(1, strPath, Chr$(0)) - 1)
   GetTmpFileName = Replace(strPath, ".tmp", "." & sSuffix)

End Function
*****************************************
Then call the function like this:

Me!picfoto.Picture = DownloadPicture(Me!txtURL)
This assumes you have an image object called picfoto, and a textbox called
txtURL that contains the full internet address of the jpg file- it should
include the name and extension:  http:/www.mywebsite.com/mypic.jpg

Let me know if it works for you.
Damon