Have you solved the problem in the meantime?
I've just tested to import an image on my webMathematica 3.3.1/Linux and it works as expected:
<msp:evaluate>
g=Import["/opt/tomcat-latest/webapps/webMathematica/test/bugs.gif"];
MSPShow[g]
</msp:evaluate>
Maybe you have something wrong on your file path string?
