Hello.
I have an website based on affiliate products.
I need to import products from csv or xml file. But need to load also image from url, as i don't have product images on my server.
You could import direct into the db if you code it, but try CSVI - http://www.csvimproved.com/en/
AFAIK you won't be able to generate thumbs from the product images if the image is not on your server.
I am currently using CSVI Pro on my website and it does allow for image download and thumb nail creation. It even has a "find and replace" system so that you can modify image URLs if your import file information needs to be edited before processing.