index.js

var c = Titanium.Network.createHTTPClient();

c.onload = function()
{
	var f= Titanium.Filesystem.getFile("xhr.png");
	f.write(this.responseData);
	Titanium.Media.saveToPhotoGallery(f.url);
};
// open the client
c.open('GET','http://www.appcelerator.com/wp-content/uploads/2009/06/titanium_desk.png');

// send the data
c.send();