i dont think you can. thats just how the epic 4g message system is set up.
if you use an app called handcent its extremely customizable and allows you to display people pictures if you like. change your background, incoming text color/bubble background color, etc
i really like it. it also has a pop up window that allows you to reply to a message without having to click on anything. kind of like a instant message popping up on your computer.
Yes Prdstm0nke. There were there before and have just disappeared! One person has a photo in messaging and that comes from his gmail account. I wonder if this is an issue after the last update?