Why Can't I Export as DDS?

I am using gimp to make dds icons, but all I see is black when I play the game. All of the policies use the upper case to list the name of the dds right? I really dont get it. I put it in the policy dds folder, but still does not work. the image size is 256X256.
image

Hi, I think you need to install this as a plugin for GIMP to use it to make a DDS file:
registry.gimp.org/node/70
Cheers

I tried that, but it is black when I run it. Do I need a specific mode for DDS ARGB8/default (the ones I used), or maybe how I wrote the path (the first part of the policy file one is for the DDS I believe). Thanks.