I'm not sure I understand your scenario. You say InfoPath Data Connection - is that for a SharePoint web part? Obviously data connections to SharePoint web parts/form libraries or SQL don't support images, so you either need to save them as BASE64 text and decode them in the consuming application, or use a third party tool. SharePoint lists do support adding images but that requires code or Qdabra's qRules and either solution will require that your form be admin-deployed on ShP 2007.
If you are not using SharePoint or SQL and I'm just confused, please help me understand by clarifying more.