Finally, after staring at the office supplies around me for a while, I figured out how to do it. Here’s what I did:

For supplies, I used paper clips (one for each photo), tape and push pins.

First, I poked the head of the push pin through the paper clip. (You have to do this before attaching the paper clip to the photo, or it won’t work.) Next just turn the photo over and tape the paper clip to the back (on the black part, it will tear the white part off), leaving just the very tip of the paper clip visible.

And finally, you just push the pin in! Easy.