Hey Macker,
Forgive me if this answer is to obvious but its just to see where your at. If your trying to save an unflattened file from PS the formats you mentioned are the only ones that can be used i.e. Tif, PSD, PDF etc. Jpegs can only be saved as flattened files and .bmp files can only be saved if the file is monochromatic i.e. grayscale. The problem may also be that the files you mentioned Tif, PSD, PDF etc are the typical fomats for 16 bit images. Make sure that the image you want to save is not 16 bit then save the file (unless of course you need a 16 bit image then you will have to use one of the Tif, PSD, PDF fomats.
Hope this helps