You can add the image files as resources too.
To add the files or their names:
1. right click on your project in Solution Explorer.
2. select properties from the context menu.
You will get a screen with tabs for 'Application', 'Build' etc. You should see a tab for Resources and one for Settings.
From there you should be able to work it out.
This[
^] details saving resources. I couldn't find a suitable one for Settings but I'm sure that you can if you search a little harder than I did. :)