Does your player come with a SAMPLE photo/pic that you can look at it's specifications?
I know I had a player that couldn't read pics if the resolution or quality was too high (probably doesn't have the processing power to do it).
Also, I would suggest copying whatever you currently have on your player to a folder on your desktop somewhere, then FORMATTING your player. Check what file system it uses firstly (FAT, FAT32 etc) so when you format, it's in the same format.
Then try copying some folders across one at a time and see if your player works ok with the pics and other functions such as music, video etc....
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