Using the OpenX local banner (website) image banner type? If so, don’t use the default storage location (i.e. the OpenX “www/images” directory). If you do use this location, then every time you upgrade OpenX, you’ll need to remember to copy your creative files over to the new OpenX code base.
Instead, create a new directory for your creative files to be stored in and served from. Make sure that this directory is outside of the OpenX code base. (Or, if you have a really large OpenX installation, consider setting up an FTP server that can be used to replicate your creative files to all of your delivery servers, and use the FTP server as your “storage location”.)
This way, you’ll never have to copy your creative files on upgrade ever again!