I'm afraid this is not possible with standard eZ Publish RSS import feature. We are working on enhancing the RSS import feature, but I can't promise that it will be part of the 4.3 release. For short therm solution you can write your own RSS import script based on the existing one and add support for media.
what about the other way round?
I'd like to create a Media CSS from a image/video gallery, which can be "viewed" using Cooliris ( http://developer.cooliris.com/?p=full ) Probably, this can be done using (XML) templates, but it would be much more convenient, if ez could create a Media RSS in addition to the current RSS export formats.