Use of keywords within your domain name and file names can help with search engine positioning.
It does not take much effort to give your images and file names meaningful names—names that include the keyword phrase you have assigned to that page—so take the time to do it. For example, instead of a car dealership, say Chrysler, using http://www.chrysler.com/page1.html for a page that is focusing on their trucks, it would be much better to use http://www.chrysler.com/trucks.