FTP Uploads

I have a ftp account with my ISP. Using Dial up I am able to upload any type of file to my site.
Since I received DSL and started using Zone Alarm Pro and a Linksys DSL/Cable router I am no longer able to upload .jpg files. However I can upload .doc, .htm and .gif files.
What is so special about .jpg files and how can I configure my system to upload these files. They start but hang after certain percentage. I am using the default settings for both hardware and software and have been using Cute Ftp to upload all my files.
Any help would be appreciated.