NSURL *url = [NSURL URLWithString:@"http://example.com/image.jpg"];
NSData *data = [NSData dataWithContentsOfURL:url];
UIImage *img = [[[UIImage alloc] initWithData:data] autorelease];

- (void)connectionDidFinishLoading:(NSURLConnection *)connection
{
    if (requestData)
    {
        self.image = [[[UIImage alloc] initWithData:requestData] autorelease];
    }
}

[self performSelectorInBackground:@selector(loadImage) withObject:nil];

- (void)loadImage
{
   NSURL * url = [NSURL URLWithString:@"http://.../....jpg"];
   NSData * data = [NSData dataWithContentsOfURL:url];
   UIImage * image = [UIImage imageWithData:data];
   if (image)
   {
       // Success use the image
       ...
   }
   else
   {
       // Failed (load an error image?)
       ...
   }
}