Since you've specified that this was VB 6, I'm going to give you an answer in that language, though after what Adam said it makes me wonder if I missed something in your post pointing to .NET. From what I've seen though, when people post here when it's a .NET question, they don't even know what "6" or ".NET" is, meaning they don't know there's different versions and that they're significant, which is what led them to post in the wrong section in the first place.
This is very possible, so don't worry.
Make sure you know the name of every image in the folder. You might want to look into the process of listing the contents of a directory (to find out the names of all the images), which isn't too hard, though if the files will be changing you will HAVE to do this since this will be the only way of knowing the names of the files.
If the images are named in sequence like "Image1", "Image2", "Image3", then you could simply use a counter and construct the path of the image before each loading into the picturebox.
Now, to load a picture into a picturebox you can use the LoadPicture() function. All you gotta do is go through a list of the images (their file paths), and whichever particular image you're on you load using that nifty function.
CODE
LoadPicture("C:\Lala.bmp")
How do you want to handle the image's dimensions? Do you want every image to be stretched/shrunk to fit into the picturebox's dimensions, or do you want to make the picturebox resize for every image? Or a combination of both?
Maybe all the images are the same size, I don't know.
To have the picturebox resize to the dimensions of the image, use its AutoSize property.
To have the images be shrunk/stretched to fit the picturebox, load them first into an invisible picturebox with AutoSize set to true, and then use the PaintPicture() function or StretchBlt API to stretch them to the size of your picturebox.
This post has been edited by Zhalix: 21 Jul, 2008 - 06:40 PM