Midis, MP3s and WAVs can all be used for music in rpg maker 2003. Go into Tools > Resource Manager, and import the music into the Music Folder.
Pictures have to be BMP/PNG files of 256 colours. It's very simple to manipulate pictures if you're good with image editing programs.
Same procedure as the above, only difference is that you need to put them in the Title Screen and Game Over Screen Folders. Also, the size of them needs to be the same as 2000.