What if the parachutist was Penny but her transition across the island's barrier (or whatever) caused her to become physically different? Desmond could date two women in one. What if the Penny that was able to cross into the island came from a differing reality than that of the bag that dropped with the white Penny in the photo?
I have long diatribed about certain inconsistencies in certain character's flashbacks....particularly Locke's. If we go by the reverse bush (that sounded bad) notion of quantum threads...many realities converging into one...then it is possible that Desmond met this beautiful girl Penny and in a certain reality....she is black! Same person in every other way, but black. Of course, this would mean that the bag found in the tree came from a separate reality of an identical, but white, Penny. Hence, the desprepancy in the photo and the parachutist.
It would be like Superman and Bizarro Superman (I loved that Seinfeld episode). Ha. What a mind$%#&!