There's two ways of doing that, if you want to do it for all images use

Code:
  Uses phxTexture;

setDefaultTextureFilter (tfNearest, tfNearest);

ImageList.LoadImage(...);
or for a single image

Code:
TPHXTextureManager.getInstance.setFilter(tfNearest, tfNearest);

ImageList.LoadImage(...);
However, they aren really loaded with a filter, the pixeldata is untouched after the loading. But the filtering appears when streching the texture, whitch is defined with the texture magnification and minification functions.