Can you please post images.BMP? You know, the image file you actually tried to load? I think it's possible your pygame was installed without support for file types other than uncompressed BMP. Try putting this in the python interpreter and tell us what you get. (Copy and paste the output exactly as you get it. Don't try to summarize):
open("images.BMP") ; import pygame ; pygame.image.get_extended() ; pygame.image.load("images.BMP")
Just a helpful tip, but it's kind of frustrating for people to try to help you when you "keep switching it around". It's great to try to work things out, but you need to be consistent when you ask for help. Don't say "this code snippet produces this error" if the error was actually produced by a different code snippet. You'll get much better help back. :)
-Christopher
+1
I recommend just posting a .zip, at this point, with all your files in it.