easiest way to do this is to include the image as an embedded resource in
your CF project
and at runtime use reflection to load it as a bitmap.  here's a sample:

pbMap.Image = new
Bitmap(Assembly.GetExecutingAssembly().GetManifestResourceStream("{namespace}.Atlanta.bmp"));

there are other ways to do this and handle other image formats, but this
should get you started.

There is an overload for the Bitmap constructor which takes a filename e.g.

[C#]
Image i =  new Bitmap("\\My Documents\\skinfile.jpg");

[VB]
Dim i As Image = New Bitmap("\My Documents\Skinfile.jpg")

Peter