Including Bitmap (.bmp)

As egreg has pointed out, It is preferable to have .pdf, .png or even .eps (with under the shell conversion to pdf) figure formats for pdflatex . Convert is command line script from ImageMagick. You can install it on any platform. Type in the command line prompt convert 000.bmp 000.png .

A decent documentation of graphics in LaTeX is always handy.

According to Heiko Oberdiek’s answer to Graphics file extensions and their order of inclusion when not specified another solution without image conversion consists in either producing a DVI file, then (a) converting this with dvips to PS, what then with ps2pdf can further converted to PDF or (b) directly converting the DVI to PDF with dvipdfmx (note the x, it’s important here) – (a)/(b) are in most TeX editors reachable with one mouse click/key stroke –, or using Xe(La)TeX.

^{If you take a deeper look on Heiko’s answer: There are obviously even some other possibilities with more rarely used TeX drivers.}