I've found several unpleasant pictures in my directory that is geared to automatically take all downloads.
Well I read your question and I found it somewhat confusing. Your "geared to take" is extremely vague.
It is quite simple to get pictures into a folder, any webpage you visit can contain pictures which are downloaded to your browsers temporary storage area. Embedded java or scripting could probably easily move them to a more common folder such as your photos. It's also quite easy to embed code after an actual image but you would still need a program/script to call it. But a picture doesn't do anything on it's own; it cannot run so it can't "take" downloads.
Another possibility: You can get files named picture.jpg.exe and depending on your settings your system may hide the .exe part of the extension so that all you see is picture.jpg but if you click it it actually runs a program.
Still none of that explains what the heck you could possibly mean by "automatically take all downloads". Takes them where? Are you saying it deletes them? what?
So I would say if you want help then you should give as much information as possible including your system information, be as clear as possible (which you weren't), and if you don't get a reply in a few days then assume we don't know the answer and try elsewhere.
Anyway, apparently you have your answer so I will mark this as solved.
