import urllib.request as requests
def CreateFileName(Num):
    NumStr = str(Num)
    for i in range(len(NumStr),4):
        NumStr = '0' + NumStr
    return NumStr
URLFolder = 'тут адрес'
LocalFolder = 'E:\\temp'
FileExtension = '.jpg'
for i in range(1,9999):
    URL = URLFolder + CreateFileName(i) + FileExtension
    print(URL)
    try:
        answer = requests.urlopen(URL)
    except requests.HTTPError as e:
        print("Error:"+e.info())
        continue
    s = answer.read()
    answer.Close()
    print(s)

"D:\Program Files\Python33\python.exe" E:/temp/http.py
Traceback (most recent call last):
  File "E:/temp/http.py", line 1, in <module>
    import urllib.request as requests
  File "D:\Program Files\Python33\lib\urllib\request.py", line 88, in <module>
    import http.client
  File "E:\temp\http.py", line 1, in <module>
    import urllib.request as requests
AttributeError: 'module' object has no attribute 'request'

import urllib.request as requests