I was adding some photos tonight to a slideshow item and couldn't figure out why half of the pictures were greyed out and couldn't be selected. I eventually noticed that all the pictures with the suffix *.JPG were recognized, but all the pictures *.JPEG were greyed out. When I changed all the JPEGs to JPG, Proclaim recognized them immediately and let me upload.
I was trying to do this from a Mac, so I can't verify at the moment that the issue is or is not present in Windows.
