Updates... I found this:
http://qc.borland.com/wc/qcmain.aspx?d=8398
It is a photoshop bug, that adds 2 bytes at the end of the bmp so Delphi can't load it.
Now I think: this photoshop bug is known since Delphi3, and today Delphi 2005 still can't handle it. At the same time adobe does not have fixed this bug at all. Why?!? They are trying to drive me crazy?? :scratch: