Thank you all for your excellent advice!
Sintares, I did as you said and created a new folder. That solved the problem. I didn't realize that the root had those limitations. As an experiment, I also created different folders. When the photo frame device is playing in random mode, it bounces back and fourth between folders and seems to be working properly. So it looks like either method works. Thanks.
TCav, none of the cards used had been formatted on a camera, although I can see why that could create issues.
JimC, I'm using Mac OS 10. When I said "transfer" I basically meant that I copied the files onto the card. With Macs we don't have "safety remove" but it is advisable to move the Icon of the card reader into the trash before removing the device to avoid possible file corruption.
Thanks again guys!