Is it possible to download multiple images into the sandbox file system (without the \"save as\" dialog box, or at-max one saveas dialog) ?
after downloading them,
You can access images as regular parts of some web-pages or download them separately by means of XMLHTTPRequest
s. After this you can zip them in a single archive using JSZip JavaScript library. The zip can be stored as a file without a "Save As" dialog (try the example on the site). Though I'm not sure why you need the sandbox.
There exist other JavaScript libraries for zipping, for example, some are mentioned in other SO answer.