It is not currently possible to put a gallery inside a blog post, though one can certainly put as many images as one wants in the post and one could manually make a sort of gallery by putting thumbnails in that link to full size images but that would be tedious. One could also link to a gallery created using one of the included gallery features but it would not really be embedded in the post.

I can say that we are considering various ways that we could make that possible in a future release.

nice tip on livewriter and skydrive! Doesn't seem like the gallery is embedded in the post since it jumps you to a the skydrive site in a new window when you click an image but it is still a pretty cool option until we can get around to a way to actually embed a gallery. The presentation of the gallery on the skydrive site is very nice.