lilob,
Just apply the animation to your pictures using the custom animation task
pane. They will be saved with the presentation. If you need the pictures in
another presentation just copy/paste the picture from the original to the new
presentation.
Or use this add-in http://skp.mvps.org/ac/index.html
Or use pictures as a background to a shape: http://www.pptworkbench.com/html/changing_animations_2.htm
Luc Sanders
MVP - PowerPoint