As I understand it, the EXIF information is attached to the image and is only lost during certain editing processes, where it gets stripped out in the interests of reduced file size. After advice from a WPF forum member (thanks Tom
), I managed to retain the EXIF data with my images by using 'Save As', rather than putting it through the jpeg optimizer in PSP (I think the equivalent of the jpeg optimizer is 'save for web' in PS). I guess you just have to keep an eye on the resulting file size (though I've never had a problem keeping to below 300k).
Hope this helps, I'm sure someone more technically minded will correct me if I'm wrong!