importing graphics

The FM7 filters are over a decade old, so depending upon the application creating the JPG, you may have something introduced in the JPG  that wasn't supported by the filters back then. Using an imaging tool such as IrfanView, you could check the details of the JPGs that work vs those that don't to see what the differences are and adjust your workflow accordingly.

Also, using GIF may not be optimal, as this only uses 256 colours. Using 24-bit PNGs would be a better bet, especially for screen captures (JPGs are for photographs, not screen captures that may contain straight lines and text, as they use a lossy compression scheme and introduce artifacts into the images when compressed).