How do you open split georeferenced jpgs in Pathfinder Office?

See here: http://i.imgur.com/oD1hN.png

I have jpg aerial photos and associated world files (e.g. 2565_19251.jgw). However, when I try to add them as background images, I get an error that says “Invalid extents for raster file” and another that says “Geo-referencing information cannot be found. Please ensure a world file exists in the same folder as this file.” But clearly there are world files within the folder.

Is there something wrong with the way I am doing it, or do I need to take this up with the person I acquired the data from?