This sounds like a generic file transfer problem not anything specific to the files themselves. Can you explain the method you are using to transfer the files, and what part of that process is giving you the error you describe above?
I have only recently transferred from PC to Mac, and moved literally gigabytes of JPGs across. They all worked fine. In my case, I used a Mac formatted external hard drive, copied all the files to it, and then read them onto the Mac. I have a likely advantage over you in that I had a Linux dual boot on the PC, and it was able to read and write the Mac formatted hard drive. However, I have also done one at a time transfers using FTP, and even PC formatted Zip drives. All have worked.
Perhaps if you could provide a little more detail about the process you are using, we could help. There is no underlying issue - don't worry about that.