Ah, that explains the problem. jAlbum doesn't recognize those files as objects that could be included in an album, so if they're sitting in the image directory, or in a folder below that, they'll just be ignored.
If you open the program directory - Tools, Open directories, Program directory - go to the system subdirectory, and look at filetypes.xml, you'll see the extensions that jAlbum recognizes. You could add those other file extensions, and provide a representing icon for them (in the program's res subdirectory). I'm not sure what a skin would do with them, however.