Is there a size restriction?
Excerpt:
"The maximum frame size that can be imported for still images
and movies is 256 megapixels, with a maximum dimension
of 32,768 pixels in either direction."
Importing still images
...it will only import the first 37 files after that I get an error message
Are you sure files 38-126 are intact?
Are you able to import them individually?
Are all of your images RGB (not CMYK)?