Hi Mnemonic,
I tried with jpg and it worked better, but I had some hard time with images that have shadows and need transparency. In the documentation I found this: "JPG images are only suitable for images without any transparent areas, i.e. you can use them to store solid background images, but DO NOT use them for sprites or other partially transparent graphics. It won't work." Anyway I tried and did not succeed.
So, my new question is, what are the tips for having maximum quality in images with effects like blurs, trasparency, shadows and gradient? What file format give more quality (having less limitations) and in what resolution (the game can handle)? As an example, Project Joe has good quality images with thos effects.
And, the images are created in Flash, so exported from there. And I´ll check that png software you told about

Soundguy, I am running under 32 bits.

Thanks,
Helios