one way is you can include html headers and then include html in your email that uses absolute links to images on your server.
ex.
$headers="MIME-Version: 1.0\r\nContent-type: text/html; charset=iso-8859-1\r\nFrom: info@yoursite.com\r\n";
$body = '<img src="http://www.yoursite.com/image.jpg"><br><br>And your message here.';
mail($address, $subject, $body, $headers);