Your image on the CF card is corrupt. Depending on how you put the image on the CF, you may not have the size correct, you may have put a zipped image on when it needed to be unzipped, it may not have downloaded correctly, etc... There are many things that could be wrong and you'd get that message.
When you get too frustrated trying to get the image on yourself, pick up a pre-imaged CF card and save your hair.
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