The "Preloaded Pictures" is exactly that - a folder with just what RIM set up. It's locked. You can save pics to the device memory if you want, just not to that particular folder. Just select that location instead of the memory card when you save something and are prompted to choose where. The question is, why would you want to save to internal memory when you have a storage card? As your Blackberry runs low on internal memory it starts misbehaving. Dropping call logs, failing to store text messages or emails, and just slowing down to a crawl. There's no benefit to saving pictures to the internal memory.
As far as removing the pre-loaded pics, check out this from the Blackberry FAQ: Delete Pre-Loaded Media