save image pasted by wasamasa on Sat May 2 15:29:52 2015

(define (fetch-image url file-name)
  (with-output-to-file file-name
    (lambda () (display (with-input-from-request url #f read-string)))))

Streaming fetch-image added by DerGuteMoritz on Sat May 2 17:32:46 2015

(define (fetch-image url file-name)
  (call-with-output-file file-name
    (lambda (out)
      (call-with-input-request url #f (lambda (in)
                                        (copy-port in out))))))