Why do some JPEG's insist on being downloaded as bitmaps?

I will not link any cites, because that would just be too sexy for this MB. But a buddy of mine and I like to exchange fun and interesting pics of some really nice people.

What is weird is that on the same sites, some pics will download right, and some will download as bitmaps, even if the address clearly says JPEG.

Why? It is a JPEG, why will it not download as such?

Clear out your temporary internet files, and that problem should clear up - IE6, right?

This happens to me also.

Why does this happen? Nevermind how to fix it…

Could it be this ?