Taking advantage of the idea of the Luiz Santos loop and the brother script this post
for(var x = 1;x <= 25; x++ ){
if( x < 10)
var url = "0" + x + ".jpg";
else
var url = x + ".jpg";
var a = document.createElement('a');
a.href = "http:///the_gamer/the_gamer035-"+url;
a.download = "035-"+url;
a.click();
}
In Google Chrome Version 61.0.3163.100 a "Download multiple files" question "Allow" is asked "Lock". The browser must be configured to download files automatically. Otherwise you will be waiting for confirmation of each download.
To automatically set downloads on Google Chrome
1 - On your computer, open Google Chrome.
2 - In the upper right corner, click Settings
3 - At the bottom of the page, click Advanced
4 - In the "Downloads" section, adjust your download settings
The question link does not seem to work http:///the_gamer/the_gamer035-01.jpg