Save pictures from the web
You can save pictures onto your VMU while using Chu Chu's Dreamkey browser. Place the cursor over the desired picture and press X + A on the controller.
Try out the Dreamkey Beta Browser
The beta of the new browser, Dreamkey, is used to view the Chu Chu Rocket webpage! Just go onto any page on the Chu Chu Rocket webpage and push Ctrl+O on your keyboard. A jump-to a window will appear and you may type in an address to view. This will only work if you have a Dreamcast keyboard, though.