I tried to put an "image" box into a table grid but the image wizard couldn't resolve a field name where it expected a "url". And using just the field properties, to point at the field containing the url, it will only display the url as a link, not as an image.
Someone suggested that it is not until SSRS 2008 that such abilities are native to SSRS, but even that is suspect, and besides, we don't have SSRS 2008.