Did you hit "save as" and then pick the JPEG, GIF, PNG or BMP format from the pulldown under where you type the file name. Photoshop defaults to its own format. Even if the pictures are JPEGs to begin with it will convert them to its own file format when save them unless you tell it to save in a diferent format.

Can you import any of the default buttons? If not then you are missing a step in the above instructions.

Bob