There is a catch though. You can't make the mark of the web for pictures. So if you'll be linking from your web pages directly to some images it won't work! The Internet Explorer security will block it.
The only way I could link "directly" to the image was to put the image into an empty page, equip the page with "mark of the web" comment and then link to that page.
If anyone knows a better way to resolve this, I'd be more than happy to read about it. You can let me know in the comments.