I have P906i, so I'm not sure if you can find it in this way, but here goes anyway:
After you put them in your sd card (provided you named the files correctly and put them in the proper folder)...
Go to Menu > Data Box > My Picture > then there should be an icon for "micro sd". Click that, then go to Picture > 100_Pana (the folder you put the pictures in) > then they should be there. If you want to copy them to your phone,
hover over the picture > FUNC > Copy to phone. And you're done!
This should work, since I followed instructions based on a P905 instructions. If you're still having trouble, just ask. It took me a LONG time to figure it out too, believe me! I think I've had my phone for almost a year, and it took me until last month to figure it out. XD Good luck!

[edit]
Ah, I just realized deeism posted the link to the forum where I learned how to do it, haha. The instructions I wrote were from me using my phone and going step-by-step, but I suggest following the forum since you'll have a visual.