the only illegal thing in this action is that you're becoming "owner" of the content that will become uploaded to your server if the system work that way. actually, having just a link to the image is publically acceptable because the net can be viewed by all... but if you host it on your site, you have to ask permission to do so...

it's the same as if you see your neighbour's car in the street... you can see it. if you want it in your driveway, you have to ask your neighbour to move it there... or you steal it.