edit: what dcwebman said!! ^^^
for this, you need to use the "Create Web Gallery" tool that can be found on the "Send to..." menu.
You can choose a template, and also elect to save to a local folder without ftp upload.
I'm sure that at least one of the available templates provides links to the original picture, I can't remember off hand which one. It is possible to mod the templates to get what you want, but the process is not easy to track.
I could let you have
this template if you like, but if you want to use it, you will need to create a few custom library fields first. Let me know if you're interested.
The disadvantages of the web gallery tool when compared with pix01 are that the process does not live in the action window, and MC can get a little unresponsive while creating large web galleries (white screens etc. are not uncommon)
-marko.