i noticed that a while back, and how i would do it is the way i got my screensaver set up....
my screensaver is a lot like cyclone cause i run through various images in my "anime wallpapers" folder every few seconds. also, to track them, there is a setting where on the top left of every image the location and name of the image is displayed. that way i can track images that i may have mistagged or whatnot. for cyclone you can put the url of the image either in the corner of the image itself or in the anime cyclone window, and hyperlink it so that it would go directly to the image.