A lot of people are unable to view imageshack.us because of its policy. Aside from that people are reluctant to open unknown off-site links.
Images can be attached to posts, using the Additional Options, supported image formats are .gif, .jpg and .png. There is a 200KB limit per post, so images should be cropped so as to only show the relevant area.
Surely the rule would follow the same format as your other rules if you are also restricting them from running in the same/other areas.
Have you not tried googling this as a search for XP local policy security block exe files returns many hits. It would appear that this would be done under the Restricted Path Rule.
http://technet.microsoft.com/en-us/library/bb457006.aspxOther than the above I can't give you any practical help as I have never done this nor considered it necessary.