NIX Frames recognize JPEG files only, so make sure you save your work as JPEG-STANDARD or STANDARD-JPEG.
Also, if you have saved files as CMYK, they will be unreadable, so you should convert them to RGB.
Images uploaded directly from a camera are processed correctly, but if an image is taken into Photoshop for alterations when re-saved as a jpeg 'Baseline Standard' option must be selected. For example, CS4 Photoshop is set at the 'Progressive' option. When saved like this your Frame will not accept it or not process it correctly, i.e. it might be pixelated.