You will want to be sure and use a child theme. Here is a thread that describes one method I have used personally and it works well: http://themeshaper.com/forums/topic/inserting-logojpeg-into-headerbranding#post-7292 (scroll to the bottom)
From a high level the method described in that post basically removes the thematic header using the functions.php (within your child theme). You then specify a new header. Next you code the new header which can be like the old with the addition of a logo. Lastly you activate the new header in the location of the old within the framework.
Here is something similar I have in the functions PHP file within the child theme of a site I am working on right now:
<?php
// New Header Function
function new_header()
{
// Remove the Thematic Header - Also remove blogtitle, it will be replaced by the logo.
remove_action('thematic_header','thematic_blogtitle',3);
remove_action('thematic_header','thematic_blogdescription',5);
}
// Initialize New Header
add_action('init', 'new_header');
// End New Header Function
// Custom Header Function
function custom_header() { ?>
<div id="blog-title"><a href="http://www.yoursite.com/" title="Your Site" rel="home"><img src="http://www.yoursite.com/wp-content/themes/YourChildTheme/img/sg-logo.png" width="200px" height="100px" alt="<?php bloginfo('name'); ?>" /></a></div><div id="headline">yourheadline</div>
<?php }
// Add Custom Header
add_action('thematic_header','custom_header',3);
// End Custom Header Function
?>