Let's begin by assuming that Penny is not playing some kind of game and lying to Charlie when she tells him she doesn't know Naomi ... (although I wouldn't rule that out completely).
But if Penny is telling the truth, how did Naomi get that photo?
1. From Penny herself: Naomi hired someone to infiltrate Penny's search team, or bribed someone already on the team, or broke into Penny's premise, for information about Desmond.
2. From Penny's father (Charles): We know he dislikes Desmond, and wants to keep him and Penny apart. Penny's father would certainly have access to the photograph. He sponsored the boating race that ultimately got Desmond stranded on the island - was that his specific intention? - and as a very wealthy man, could be a funder of the Hanso Foundation (Dharma project), and may have some other connection to it.
My take: #1 could easily be subset of #2: If Charles did not already have the photograph in his possession, he could easily have hired anyone to get a copy of it from Penny, under whatever false pretences. Further: I think (a) the people on the boat are Dharma, (b) which is why Ben is so apocalyptic about them (after all, he killed 40 of them), and (c) Charles Widmore - Penny's father - is indeed some sort of silent partner with the Hanso Foundation.
We shall see in Season 4....
Lost New Questions: 1. How Far in the Future? ... 2. Who's In the Coffin? ... 3. Who's Waiting for Kate? ... 5. Is Mikhail Immortal? ... 6. What Constitutes Reliable Evidence? ... 7. Are the Flashforwards Desmond's Flashes?
Lost Season 3 Finale ... Flashforwards
Lost: Keys to What's Really Going On
And see also Lost's Back Full Paradoxical Blast: Season 4 Episode 1
The Plot to Save Socrates
"a Da Vinci-esque thriller" - New York Daily News
"Sierra Waters is sexy as hell" - curled up with a good book