I had the problem that whenever I tried to save a picture in IE 6 it would only save in a bitmap format. I solved this by turning down the amount of space allocated to the temporary internet files from about 1.5 gigs to 50megs. I don't know how this would affect the picture format but it seemed to work. I am only posting this as it took me ages to try and fix it and I wouldn't want any of you lot going through the same thing
I had that problem and I opened it up in a different image program (HP, PHOTOSMART, ACD etc.)and was able to click save as on it and it worked. I only had that problem with a couple of images but the other program would take care of it.