I spent a lot of time messing with that to get the images of the associated products. Fortunately it’s not that hard.
First you need to get the actual object of the associated product, here’s a way:
$prod = Mage::getModel(’catalog/product’)->load($_associatedProduct->getId());
And now you can use getGalleryImages
$prod_images = $prod->getMediaGalleryImages();
After that just use a foreach to get each image.
You will need to do all of this inside another for each of the getUsedProducts, so you get each image of each associated product.
Hope this solves your problem.