Hello, using DelphiX should be like this:

[pascal]DXImageList1.Items[0].Picture.LoadFromFile('MyPicture.XXX');
DXImageList1.Items[1].Picture.LoadFromFile('MyPicture1.XXX');
DXImageList1.Items[2].Picture.LoadFromFile('MyPicture2.XXX');
...
DXImageList1.Items[n].Picture.LoadFromFile('MyPictureN.XXX');
[/pascal]

where .XXX is your desired image format