Audiovox CDM-8940

I got the 8940 like a month ago. It's a cool phone. Anyways. I know what type of files you need for the mp3 player but i was wondering if it is possible for me to find a pic on my computer and put it on my SD Card and make it my backround. If so what type of file should the pic be. AND! When you put videos on your phone what type of files are they supposed to be? and how would i be able to convert the files i have to the files i need.
thanks.