<p>Is it possible in .NET to list files on a remote location like an URL? Much in the same way the System.IO classes work. All I need is the URLs to images that are on a remote server.</p>

Short answer:
No, unless you have more control over that web-server
Long answer:
Here are possible solutions...
You will need server-side script that will do it locally and output this list in your preferred format.
Most of the web-servers implement default file-browsing pages, so you could theoretically parse those but this solution will be very fragile and not very portable even between different versions of the same web-server.
If you have FTP access...