I really don't think you should break up with him. It wouldn't be right to let a few photos ruin your relationship, so don't be rash when it comes to this matter.
I've been in your position once. Believe me it's totally normal for some women to be jealous or feel strange when finding out that their boyfriend has kept photos of his ex-girlfriend. I too got really jealous when I found pictures of another girl in my boyfriend's photo folders (but, a.she was wearing a bathing suit and b.she's a slut and I dislike her), I asked him to delete them because I was worried that he liked the girl and he did.
In my opinion it's alright to be a little jealous. If it bothers you so much that it creates problems with the way you interact with him, I think you should talk to him about it again. I think that if he cares about you he won't mind erasing some of his photos for you.
I do believe it's not very fair for you to ask him to erase a part of his past, though. I mean, how would you feel about this if you were in his place? Wouldn't you feel even a little bit upset if he asked you to delete some of your pictures? Have you considered the fact that these pictures might hold some emotional value for him? Assure him that you've made an effort to see things from his point of view.
If talking about it leads to another argument and he still refuses to erase the pictures then you should start approaching the matter with a little more concern. Again, if he cares about you and knows that you're thinking of breaking up with him and doesn't want to lose you, then he will definitely delete the photos.
Think about it and good luck. ;)