Its embedded as "EXIF" data, in Windows XP if you save the image to the HDD, then just hover the mouse over it the info is displayed.
Or open it with a program such as Irfanview and look in Image Properties
ImageDescription -
Make - SONY
Model - DSC-S40
Orientation - Top left
XResolution - 72
YResolution - 72
ResolutionUnit - Inch
DateTime - 2006:02:03 10:57:38
YCbCrPositioning - Co-Sited
ExifOffset - 256
ExposureTime - 1/400 seconds
FNumber - 5.10
ExposureProgram - Normal program
ISOSpeedRatings - 80
ExifVersion - 0220
DateTimeOriginal - 2006:02:03 10:57:38
DateTimeDigitized - 2006:02:03 10:57:38
ComponentsConfiguration - YCbCr
CompressedBitsPerPixel - 8 (bits/pixel)
ExposureBiasValue - 0.00
MaxApertureValue - F 2.83
MeteringMode - Multi-segment
LightSource - Auto
Flash - Not fired, auto mode
FocalLength - 15.30 mm
FlashPixVersion - 0100
ColorSpace - sRGB
ExifImageWidth - 640
ExifImageHeight - 480
InteroperabilityOffset - 2278
FileSource - DSC - Digital still camera
SceneType - A directly photographed image
CustomRendered - Normal process
ExposureMode - Auto
WhiteBalance - Auto
SceneCaptureType - Standard
Contrast - Normal
Saturation - Normal
Sharpness - Normal
Maker Note (Vendor): -