ahhh i see im on aol.... i was just naming the file as whatever eg.(images)If you've saved a *.bmp as a *.jpg in IE then I'm not suprised. It will still be a *.bmp but you'll have confused any program that you try to open it with.
Rename it back to *.bmp then open in photoshop or whatever then save as a *.jpg by selecting it from the drop down menu.