If you would like to do your filtering in LINQ, you can do it like this:
var ext = new List<string> { "jpg", "gif", "png" };
var myFiles = Directory
.EnumerateFiles(dir, "*.*", SearchOption.AllDirectories)
.Where(s => ext.Contains(Path.GetExtension(s).TrimStart(".").ToLowerInvariant()));
Now ext
contains a list of allowed extensions; you can add or remove items from it as necessary for flexible filtering.