I had this problem, when I saved my images as pics in photoshop they did not import to soft, but you can download a plugin that can covert files to soft pics in photoshop, but I don't have this, so what I do is save my image as Targa, .tga, go to soft tools import, images Targa, find your .tga file (easier if you put it in your pictures folder on your database) and It should convert it to a soft pic no problem.
I use targa because nothing else seemed to work for me.