What I've done in the past, is to set the Picture property to use a PropertyPage. Then, that PropertyPage has the filename field, and a browse button to locate the file. So it's basically using your own custom dialog to get the picture, allowing you to also get the filename. From there, your code can save the filename, and/or create an StdPicture object. The control's property works the same from code as it does without the PropertyPage association. You can also create Friend or Public properties so the control can get the filename in addition to the StdPicture object.

Make the PropertyPage association by opening the control, and selecting "Procedure Attributes..." from the Tools menu.