DownThemAll! gives you ability to download all assets on a page but it currently doesn't support downloading resources within external files like stylesheets.
The easy way: Use this one-click download website tool
The longer way:
In order to save an entire webpage with the referenced stylesheet images you'll need Firefox. Open up the webpage and click
File-> Save Page As... and from that prompt select
To grab those
right-click the page and click View page info. From this screen click the "Media" tab. This tab lists every single image from that page including the ones in the stylesheet. Select all of the images in that top box and then click
Save As... and save them in the same folder that the "Web Page, Complete" put all of your images.