Yeah, I had seen that post, I was hoping that since it was over a year old, there was some further development on the issue.
I think the problem really is that InDesign looks for a physical image on your hard drive and hasn't got an ability to pull images from the web.
I can do a File Place and point to an image on the Internet to place, and it then takes a few minutes to place the link, but it uses the Temporary Internet folder as the source of the image, not the website.
It's a shame really - I can see a lot of use for that sort of functionality.
I don't know if it could be scripted somehow - I'm not up on that end of things, XML or scripting at all.
OK, I will look into it through scripting.
I appreciate yout help.