I did this, it works great. The best software I found (free) is from a semi-abandoned Microsoft Research project called WWMX. Get their "location stamper" utility.http://research.microsoft.com/research/downloads/D etails/eadb6a33-b1b8-4c4d-b713-64fae728f74f/Detail s.aspx
Give it a
.GPX file from your GPS unit, then give it a bunch of pictures and it will add the location into the EXIF. Does backups of pics if you want -- gives you several options on how to deal with pics that don't match any obvious point in the gpx file.