also ich hab mal ein bissel rumprobiert

das hier in ein Modul

Private Declare Function URLDownloadToFile Lib "urlmon" _
    Alias "URLDownloadToFileA" _
    (ByVal pCaller As Long, _
    ByVal szURL As String, _
    ByVal szFileName As String, _
    ByVal dwReserved As Long, _
    ByVal lpfnCB As Long) As Long


Function Image_Download(strImgURL As String, img As MSForms.Image)

        Dim lngRC As Long, strTempFile As String, ret

        strTempFile = "C:\temp\anyfilename.jpg"

        lngRC = URLDownloadToFile(0, strImgURL, strTempFile, 0, 0)

        If ret Then
            MsgBox "The image download failed", vbExclamation
        Else
          img.Picture = LoadPicture(strTempFile)
          Kill strTempFile
        End If
End Function

und das hier als Aufruf in deiner UF. Den Link zum Bild noch anpassen

  Call Image_Download("http://images.summitpost.org/original/562016.jpg", Me.img_pfpic_a)