[bear4hunter]

@ Haggis: you have to put the JPGs in a subdirectory of the pictures folder, latter (if not created already) has to be in the root of your kindle

Your file structure than looks like
(kindle root) pictures/comic book/1.jpg, 2.jpg
Kindle actually reads the folder "comic book" as the book title, and puts it on the home screen.
If you open it, you browse through the JPGs 1 -> 2 -> 3 etc.
Worked like a charm, in Kindle 2 - DX should work as well, might look pixelated though, because of the bigger screen resolution.

@ Von Allen: there is a way you can make a kindle native book (mobi or prc) with the JPGs: putting the images in a HTML document, which can easily be converted with Mobipocket Creator.
(I was writing this as you posted using a HTML container, so it's obsolete...)