your question about images comes up a lot; the short answer is, yes it is possible, but it is bad, for performance reasons, except for in certain rare circumstances. The way I would usually go about implementing this would be to store the image in the filesystem and store a pointer to the image (read:path) in the database.
That being said, if you really must do this, you can use a BLOB (Binary Large OBject) data type:
CREATE TABLE Images(
ImageID INTEGER AUTO_INCREMENT NOT NULL PRIMARY KEY,
Image_Name VARCHAR(128) NOT NULL,
Image_Data MEDIUMBLOB NOT NULL
As for data from SQL Server, the files are not binary compatible, however you can get the MySQL ODBC driver (check out sourceforge if it didn't come w/ your distribution) and Data Transformation Services which is part of the MS SQL Server Enterprise Manager. Create a job that will copy tables from one database to the other -- it's pretty straight forward. Note that with the MySQL ODBC drivers on a windows machine, you can copy data to a MySQL process running on a UNIX.