download and save .jpg images from web

Hello,

I would like to download images from the web and save it in my disk. Here is an example of image I'm interested:

filex = 'http://lance-modis.eosdis.nasa.gov/imagery/subsets/tmp/AERONET_Ilorin.2012095.terra.1km.jpg'

I tried urlwrite(filex,'myimage'); but it does not work.

Some suggestions? thanks!