Most likely it's going to be a 2-step process, since you are dealing with two entirely different devices with different OS's. You'll need to back up the pictures on your Curve to the SD card or your computer. Then transfer them from the computer to the iPhone, either with an SD card formatted for the iPhone, or through iTunes (I think...I'm not really familiar with what all you can transfer using iTunes).
The easiest way would be a bluetooth transfer. Just pair the devices and send everything from your BB to the iPhone. If you still have trouble try moving everything you want to an SD card and use your computer and iTunes to move everything to your iPhone. If you use a gmail account on your BB for e-mail you can setup Google Sync which will ensure you keep all of your contacts and setup Google Sync on your iPhone.
Another option is using Dropbox; a free cloud service which, if you download and install the application to your computer, as of just recently added a photo backup/upload option which you can use to instantly transfer all photos on your BB directly to the Dropbox folder on your computer. Dropbox is available for both your BB and iPhone, as well as for PC and Mac. You can either use your computer to transfer your photos from your dropbox folder to your iPhone using iTunes, or simply setup Dropbox on your iPhone and access it directly.
I have all my contacts synced with Google and my photos are synced with my Dropbox. Both my BB and my iPad are in sync due to this. I myself plan to ditch this worse-than-terrible Blackberry and move to an iPhone.
Follow this link to get Dropbox: http://db.tt/61JBYaT
You'll get bonus storage space for using my referral link as will I.