The photos of flash header you can change in templates/....../images/header . Only replace the existing photos with yours.
If you add more photos then you should give the link to those new photos in photos.xml or images.xml the same way is for the existing ones. Photos.xml or images.xml are in images folder of the template.

To see the changes delete temporary internet files and the Cache.
The size of flash header you can change it in index.php. In some template check also if you have to make those changes also in photos.xml or images.xml.