splat texturing help?

Okay so im quite new to the terrain texturing area and i was wondering how i import my own textures. Because every time i try to import a new texture is says something about splat.. i havent a clue what this means and i really need some help!

Cheers in advance!

if the textures you are trying to use on the terrain are Jpeg try changing the file format of the image to PSD.