Try this:
import java.awt.image.BufferedImage;
import java.io.File;
import java.io.IOException;
import java.net.URL;
import javax.imageio.ImageIO;
public class WriteImage
{
public static void main( String[] args )
{
BufferedImage image = null;
try {
URL url = new URL("URL_IMAGE");
image = ImageIO.read(url);
ImageIO.write(image, "jpg",new File("C:\\out.jpg"));
ImageIO.write(image, "gif",new File("C:\\out.gif"));
ImageIO.write(image, "png",new File("C:\\out.png"));
} catch (IOException e) {
e.printStackTrace();
}
System.out.println("Done");
}
}