For people to be able to help, can you be a bit more descriptive of the issue:
1. What is the file format (i.e. what's the three/four letter extension on the file e.g. .bmp, .jpg, .jpeg, etc)?
2. What process, step-by-step, are you going through to put the image into iMovie?
3. When you attempt to open the file and get the warning, which application is it that is giving the warning?