Stephen -
which print provider are you selecting?
Certain print providers only allow certain types of files to be uploaded to
their servers. This seems the most likely cause of your problem. To see if
this is the problem, I would recommend trying a few other print providers,
and see if they allow JPEG files in addition to GIFs.
If you continue to have this problem with other providers, then something
else is going on behind the scenes. let me know how it works, and I'll see
if I can trouble-shoot it for you.