This link may be answer your question:
http://stackoverflow.com/questions/909374/copy-image-from-remote-server-over-http
to me the following code should serve ur need:
$url = "http://other-site/image.png";
$dir = "/my/local/dir/";
$lfile = fopen($dir . basename($url), "w");
$ch = curl_init();
curl_setopt($ch, CURLOPT_URL, $url);
curl_setopt($ch, CURLOPT_HEADER, 0);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, 1);
curl_setopt($ch, CURLOPT_USERAGENT, 'Mozilla/4.0 (compatible; MSIE 7.0; Windows NT 5.1)');
curl_setopt($ch, CURLOPT_FILE, $lfile);
fclose($lfile);
curl_close($ch);