You can't upload zip or rar because you have not included those extensions in your attachment manager.
As for the jpeg, as ssslippy said, you also have some php limits you may need to modify. All these settings may also effect your uploading of attachments:
PHP Settings:
max_execution_time
memory_limit
post_max_size
upload_max_filesize
max_input_time
MySQL Settings:
max_allowed_packet
max_packet_size
wait_timeout
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