You can go into Program Files/Common Files/Research In Motion/Shared/Loader Files/YourPhone'sOSFolder/JAVA and delete a specific .cod file or reaname it to .cod.bak to delete the pictures from your phone. The deletion/renaming has to be done on your computer and the changes will take effect on your next sync.
Now comes the trick question... Which .cod to modify to take the pictures off your phone? That I'm not sure about...
PS: Please be careful. Your phone's operating system resides in this directory and can render your phone inoperable. But you can always restore what you did and get your phone back... but its a hassle. Good luck.