if you are linking directly to the files inside the actual master page itself, using an asp.net image control, your imageurl should be ~/App_Themes/YOURTHEME/Images/header_logo_01.gif. the tilde ~ maps your link to the root of the project. without it, the image will look starting from the folder it is in. that's why it's looking in app_master.
however, I would instead recommend that you place your images in the Theme folder itself, and use css and skin files to load images that are global to your site theme. by using this model, anything that uses the theme will know to look for the images inside the applied theme folder.
theres tons of resources out there for this, just google asp.net themes and skins, here's one i found that looks pretty thorough.
hope that this was helpful!