Does this only happen with photos, and not other types of files? What happens if you try to select just one of the photos?
I'm trying to help, but the information you've provided so far is confusing. You initially asked why you can't download 40 pics in a file, but then it turned out you were attempting to upload, not download. And you were attempting to upload 40 individual images, not 40 pictures in a single file. From what I read now, your issue is that not that you can't upload them, but rather that you cannot select the JPEG files in the File Selection window. Is that correct?