I thought this was easy, but I get an error when I try to do the following:

In the query I add a field with the path to the image file (which is a different image for each record).
In the report designer, I chose Control source type = "Expression or variable name" and enter the name of the field for the Control source.

When I run the report, an error occurs

Missing expression

The funny thing is the image still gets displayed properly. But even when I put a Try/Catch the error message gets displayed, with only an OK button. After clicking OK, the report gets displayed properly.