Show Pictures are by default static to the camera.
You want it attached to the map instead which cannot be done properly without scripting.
Let's assume you managed to make a parallel process which moves the picture in such a way that you get the feeling it's stuck on the map. If you walk and open the menu the program will wait until you have reached the next tile but it will not update the common event thus making the picture follow the camera rather than the map.
To illustrate what I mean try this demo where there is a parallel process moving the picture accordingly to the current display x and y:
http://www.sendspace.com/file/ixpt2y
I know the picture moves a little bit when you move around. You could probably minimize it a bit but I doubt you'll be able to remove it completely. I didn't really try due to what happens when you walk and call the menu.
I suggest you create a script request since that is the best way to achieve what you want.
*hugs*
- Zeriab