Short post - but there is something that I know that I thought everybody knew... and it turns out that may not be the case!
Did you know that you can simply paste pictures into a picture control in InfoPath? This works in 2007, 2010 and 2013 - I don't have a 2003 machine handy to test on.
You can either right click the control and select Paste or the clipboard icon (depends on version - screenshot above is from IP 2013), or if the control is selected, you can use CTRL + V to paste. Oh - and this can be either for a screenshot on your clipboard or you can copy the picture from your file system.
Bonus - if the picture control is meant to be used with linked pictures (instead of storing the picture in the form), you can open the picture in your browser, copy it and paste it in. If you check the XML, it will contain the link - the form will display the picture.
Have fun saving time! No more browsing the file system for you!
EDIT: Not IPFS (browser form) compatible though - which is unfortunate!