I think the .jpeg thing was fixed, so such images should load (renaming them doesn't hurt, though). I vaguely recall someone mentioning .png support, though I don't know if it is currently supported or will be in a future release. Gifs are not supported, and I suspect that they won't be added any time soon, if ever.
Missing numbers are not a problem, as the only thing the game cares about is the type identifier at the start of the file name (ie anal, BDSM, les, sex, etc). Anything that follows the identifier is completely ignored. Anal 01.jpg and ANAL BUTTSEXXORZ976(2).jpg are treated exactly the same. Most creators number the files, but it is not, strictly speaking, necessary.
If you want to take the images from a random girl and make a unique girl out of them, copy the image folder and rename it to whatever the name of the girl you are creating is (or just rename it if you don't plan on keeping the random girl). Open the editor, navigate to the girl data tab, and fill in the information (as per the instructions in the
walkthrough). To change a unique girl into a random, do the opposite (copy/rename folder to girl type, create entry in the random girl tab of the editor). If you don't want to use the previous version (either random or unique, whichever she was), open the .girlsx/.rgirlsx file which contains her data in the editor and delete her entry.
As far as posting girls goes, I prefer to use
Mediafire myself, as it doesn't have any timers or captchas for downloaders to deal with (like Rapidshare and Megaupload do, among others). You can also upload there without creating an account.