Image Sharing via Virtual Directory

[KillerOfDN]

Hey guys,

I have a domain and sub domain set up using hosting services from data flame, the sub domain is set up as a physical sub domain. The sub domain hosts the CMS so I need to upload (product) images from there to the main domain.
I spent a most of Friday on their live support trying to get them to set up a virtual directory from the sub domain to the main domain with no luck. In the end they moved all product images from the main domain to the sub domain and told me to reference the images as follows:

<img src='http://cms.mydomain.com/Images/LargeImage/SomeFile.jpg' />

Now this has had an immediate impact on loading times for images, and I also have to think about the rest of the site imagery that is also changeable (banners etc) which I'm guessing will also need transferring from the main to sub domain and referenced the same way.

My question is - Can I set up a virtual directory from the sub to the main domain to solve my problem above? If not does anybody know of a solution that may help?
Huge thanks

As a note to HappyGeek - I miss Daniweb too!