I figure it's because you're trying to use "Open Painting" as a means to open a file that doesn't have a .ptg file extension (.ptg = an ArtRage document). To bring files such as .jpg, .gif, .bmp you have to use the "Import Image" or "Import Image to Layer" options under the File menu. Please see the attached image. If you still receive the error message when using the "Import" options, then it is likely a technical issue which should be posted in the Technical forum area as orbital_chiller has mentioned.
Nothing is easy to the unwilling.