The rules for MobiPocket Creator are different from Amazon's DTP (which seems to be sub-optimal for images). See
Kindle Automatically Doubles Image Sizes.
Answering your original question, in the ebooks I have seen it is usual to embed the images into the body of the text, e.g.:
Code:
<div align="center"><img src="0001.jpg"/></div>
as well as (sometimes) including then in the TOC. It is also possible to have a separate TOC just for illustrations and include this as a separate guide item - but I don't know for sure thiat this will show up on the Kindle. Either way, ebedding the illustrations in the text will fix your problem. If it is too much work to find appropriate locations in the text, just put them all at the end of the main HTML body.