Autoblogging & importing images into the media library?

Is there anyway to import the images found in RSS feeds into the Wordpress media library? Most of the themes I've tried support images but they need the images and thumbnails listed in the media library and all the autoblogging programs (autoblogged, WP-o-Matic, etc) seem to only cache the images which doesn't help me.

Anyone know a way around this problem?

-K-