Just for the record here's how to do it with an array.
Code:
Sub Group_Pic2()
Dim osld As Slide
Dim oshp As Shape
Dim x As Integer
'using a dynamic array
Dim myray() As String
Set osld = ActivePresentation.Slides(1)
ReDim myray(1 To 1)
For Each oshp In osld.Shapes
If oshp.Type = msoPicture Then
x = x + 1
myray(x) = oshp.Name
ReDim Preserve myray(1 To UBound(myray) + 1)
End If
Next oshp
'strip the empty top value
ReDim Preserve myray(1 To UBound(myray) - 1)
If UBound(myray) > 1 Then _
osld.Shapes.Range(myray()).Group
End Sub