There are great images on sites all over the Web: cool icons, great photographs, excellent line art, and plenty of other graphics as well. You might feel the temptation to link directly to these images and include them on your own pages, or to save them to disk and then use them. There are a number of reasons why it's wrong to do so.
First of all, if you're linking directly to images on another site, you're stealing bandwidth from that site. Every time someone requests your page, they'll also be issuing a request to the site where the image is posted and downloading the image from there. If you get a lot of traffic, you can cause problems for the remote site.
The second reason is actually a problem regardless of how you use images from other sites. If you don't have permission to use an image on your site, you're violating the rights of the image's creator. Copyright law protects creative work from use without permission, and it's granted to every creative work automatically.
The best course of action is to create your own images or look for images that are explicitly offered for free use by their creators. Even if images are made available for your use, you should download them and store them with your web pages rather than linking to them directly. Doing so prevents you from abusing the bandwidth of the person providing the images.