Is the file in the correct place?
Is it actually a bmp file and not something else like png or gif?
Can you open the bmp file with windows?
Are you doing anything stupid in your code?
Post your code. There could be a million things wrong, and we have nothing to go with.
This is the code I'd use, provided the bmp file is in the same folder as your project.
rem load a bitmap
load image "myimage.bmp", 1
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