The HTTP specification sadly limits the number of parallel downloads to around 2 per host. This means that a lot of modern websites, with many external objects, may be slowed down unnecessarily.
To avoid such issues, its best to limit your external objects, to as few as possible. You can do this by combining your External StyleSheets, and trough the use of CSS Sprites. But you can also increase the number of parallel downloads, which would increase the load-times of your pages in return.
Increase parallel downloads
Yahoo did some testing, and recommends that you use no more then 2 to 4 subdomains. That gives you room for about 4 to 8 extra parallel downloads. Which should be enough for most sites, given that you have already optimized other aspects, combined external objects, etc.
If you cant make subdomains
First of all, its your right to make subdomains when you have brought a domain name. Your hosting provider should allow you to create as many subdomains as you would like.
Now. If for whatever reason you can't create subdomains, you can also buy additional domain names, and simply use them to host your images.