Is the code you wrote available in internet?
Did you write the nehe tutorial to load TGA/BMP?
What's special about TGA or BMP?
Nothing. But they are easy to load! TGA supports alpha channel (32-bit).
What's wrong with png,jpg?
JPG is a lossy format (meaning when it's compressed data is lost. It is not 100% identical to the original image. For computer graphics that's bad!
PNG is better than JPG, but very difficult to load (as in write your own loader class). As I said before, just re save the assets into TGA. Job done.