There's no need to remove any images, you just need to optimise the ones you've got and create thumbnail images that are the same size as the displayed thumbnails. If you open the images in a graphics application you can set the jpeg quality when saving them. You can often set this at 60% if not lower with no noticeable deterioration in image quality which would reduce the file size immensely.
The best way to reduce the bandwidth is to use three different images small, medium and large. On this thread
help with images? you'll find a link to a Zen tutorial explaining how to add multiple images to your products.