I'm using it too, occasionally. From what I heard it's full of spyware, though, so you might want to change to a different program.
Anyway, here's some hints for v1.34 (dunno which version you use, should be similar nonetheless):
*just open teleport pro
*copy/paste the links of the sites you want to download, like www.porn.com\hotpictures or whatever
*click "Project\Project Properties"
**Tab "File Retrieval":
***specify file types you want to download (*.jpg, *.avi whatever floats your boat), delete the ones you don't want to download
***specify minimum size, you'd want to set at least 10KB minimum for the pictures, so you don't get the thumbnails
*finally "File\Save project as" if you like
that's about it