i found something out - this is related, but not the same that you're talking about
i manage my contacts in gmail - and i add ppl's pictures there
you have a few options of where to assign pictures from - picasa, your PC, a URL
well, i have a picasa acct, i thought it would be cool to do it that way
but i notice some of my contacts were appearing, others weren't - why?
i figured it out... if you assign the picture through picasa, it doesn't appear in your phone (it may for a while - but not later, for some reason)
but if you right-click within picasa, get that picture's URL, and link to that pic in gmail's contacts, it appears in your cell phone within a few secs or a couple mins (depending how big the pic is)