Blackberry will always ask you do download images if this is the first time from Sender. It's a security feature..... This has been in place since OS 4.5 which brought on html.
You will never get them automatically. You always have to hit "Get Images" and then say yes. It sucks. HTML email on Blackberrys sucks. Maybe 5.0 will bring better email. Sureee...we have great email on a Blackberry, when its just words! But what about when actual pictures are in it?!