Hmm, I've got a hunch as to why this might be happening. On the Mac,
open the files in Photoshop and then check if the image mode is set to
CMYK. If so, change it to RGB, re-save the files and transfer them back
to the PC. Also make sure that there aren't any special characters in
the file names that Windows can't handle.
Hope this helps,
EDIT: The attached script should replicate the error
using two image files. One is encoded with in the CMYK color space and
will not load, the other one was re-encoded to RGB color space and
should display just fine.