This is complicated. When you install different programs at different times all using one or another of the jpg, jpeg or jpe extension (all variant names of the same file type) the last program you install can assume the default form of the file name, which could be different from or additional to the form that was there before for another program you were using. To fix this (here's where it gets complicated) requires knowing how to manage such file extension editing either in the Windows Explorer Tools>Folder Options>File Type>Advanced menu, or if that doesn't do it, directly in the Registry itself as all these extensions are "registered". It cannot be summarized in a few words. It is explained in detail in "Windows XP Annoyances" by David Karp, published by O'Reilly 2002/03. There are probably other XP manuals that also explain it, and perhaps more convenient web resources dealing with management of XP.
