In XP image files are located in the following locations:-
BMP, JPG, GIF, JPE, DIB, PNG, HTM files from the following locations:-
%Systemroot% [Open the Windows Folder to find the respective file]
%USERPROFILE%\My Documents\My Pictures
In each case don't forget to click the Enter Key or,OK button.
If you want to delete a file clear that from the any above location (as required)