Alright well this should help. Now if you have made your map right you should be able to load it and play on it without a picture so here is what you do, go on to your map then go to options and somewhere in options it should have a thing were you can switch between .png and .jpg images when you take a screenshot. Switch it to .png it is not that already then put the image in your map folder, it should work and if it doesn't you most likely did something else wrong with your map. If you want extra help PM me your map and I can look over it see if everything is right.
And yes you have to have the picture name the same as your map name.