If I catch a break during the day I?ll try to post a real script but if you
want to get started you need a variable for the sourcePath and another for the
destinationPath. The sourcePath would be relative to the movie and append the
image folder and filename. For example, if you named your cast members with the
same names as the source files:

On mouseUp me
sourcePath = _movie.path & ?images\? & sprite(me.spriteNum).member.name

There are much better ways to store the filename reference using properties
but the above is short and easy to explain. For the destination path, use Buddy
API:

destinationPath = baGetFolder(?c:\?,?Copy image?,1,?Select folder?,-2,0)

then you can copy:

if destinationPath <> ?? then
resultCode = baCopyFile(sourcePath, destinationPath,?IfNewer?)
end if

Read up on the Buddy API file methods, there?s lots of things you can do to
make this better, for example, use baSysFolder to default the save dialog to My
Docs instead of the root level of C:\, also you should handle any copy errors
that get returned in resultCode (any number other than 0), you can use
baCopyFileProgress to display a copy progress bar etc..