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shandee, that's because you have an official firmware, not custom. Only custom firmwares have the ability to do that. If you want to run CFW, upgrade to 5.03, run ChickHen R2, and install either GEN or MHU custom firmware.
ChickHEN R2/ChickHEN Mod2 - freezes with other images in the ms0:\PICTURES folder ChickHEN Mod - runs even with other images in the ms0:\PICTURES folder (just make a sub-folder for your personal images e.g. ms0:\PICTURES folder\MyPhotos)