Code:
Option Explicit

Private Function GetURLFile(URL As String) As String
    Dim intPos As Integer
    
    intPos = InStrRev(URL, "/")
    
    If intPos > 0 Then
        GetURLFile = Mid$(URL, intPos + 1)
    End If
    
End Function

Private Sub Form_Load()
    MsgBox GetURLFile("http://www.mysite.com/image1.gif")
    MsgBox GetURLFile("http://www.notmysite.com/folder/image2.jpg")
    MsgBox GetURLFile("http://www.mysite.com/folder/folder2/image10.gif")
End Sub