Unknown picture file extenstion

I am trying to display and print Jpeg images on my QReport.
I tried to use a TQRImage component on my report. In the code I have the
following statement.

 qrimgEPSDiagram.Picture.LoadFromFile (strDiagramLocation);

where strDiagramLocation contains the complete path to the Jpeg file name.
I get the error message
"exception class EInvalidGraphic with message 'Unknown picture file
extension (.jpeg)' ".
What am I doing wrong here?

Besides this, I have a table in which are stored the locations(Complete path
of the file) of several image files. I have to read all the locations and
print them all on a report one per page. How can I accomplish this?
I'd appreciate your help. Thanks!!
-- Manohar