Storing a large number of images in WPF

What is the optimal way in a WPF application to store a (relatively) large number of images to an application?

I need to be able to persist the images between sessions (storing them to and loading them from an XML or binary data file for example).
During the session, I also need to bind an image control to datagrid (which is bind to a dataset) so that the image is displayed based on the currently selected row in the grid. For that I have to have the images also in the dataset.

What's the optimal way to do these things?
My initial thought was to start adding a column to a dataset, defined as array of bytes which would hold the picture.
I am a little worried about the memory, since the number of images to store may be several hundreds, even thousands.