I don't know how to

Photos are transferred to the SA9200 using Windows Media Player 10.

Make sure you have installed the software from the product CD. This will install Windows Media Player 10 and Windows Media Plug-In. If you haven't installed the CD, then the Plug-In will not be installed because it doesn't come with the standard Media Player 10.

You cannot transfer photos using Windows Explorer (although you can transfer songs).

The software is not compatible with Windows Media Player 11. If you have version 11, then you'll need to uninstall it, to roll back to version 10, and then install the CD content.

If you are running Windows Vista, then you'll need to check out this article:

https://www.p4c.philips.com/cgi-bin/dcbint/cpindex.pl?slg=ENG&cat=MP3_PLAYERS_CA&sct=FLASH_AUDIO_PLAYERS_SU&grp=PORTABLE_ENTERTAINMENT_GR&ctn=SA9200/17&mid=Link_FAQs&session=20080508082804_82.5.155.87&hlt=Link_FAQs

The manual covers photo transfer in detail. If you don't have the manual, then download it from here:

https://www.p4c.philips.com/files/s/sa9200_17/sa9200_17_dfu_eng.pdf

If you don't have the product CD, you can also download the drivers and software from here:

https://www.p4c.philips.com/cgi-bin/dcbint/cpindex.pl?slg=ENG&cat=MP3_PLAYERS_CA&sct=FLASH_AUDIO_PLAYERS_SU&session=20080508082804_82.5.155.87&grp=PORTABLE_ENTERTAINMENT_GR&ctn=SA9200/17&mid=Link_Software&hlt=Link_Software