When you create your project, make sure that you remember where your project is saved on your computer. Thats the important step. Then just copy the media folder or the image that you want into the folder containing all of the your solutions files (second lowest folder where as debug is the lowest folder) I dont know the default directory cause I have mine saved to a specific folder.
My suggestion is to remake your project, and when you are about to create it, change the directory to something simple, then just copy the hello world pic into that folder
typos...