Problem saving pics as a JPEG file

I am using Windows XP and AOL 9.0 Optimized and I need help saving pics as a JPEG file. Here is the problem that I am having is that I save one pic as a JPEG file then when I go to save another pic it only lets me save it as a BITMAP file. To save a pic as a JPEG file I have to go to control panel then to internet options then delete files and cookies. I have to do this after every pic I save as a JPEG file. That's the only way I know how to do it cause I went to settings on AOl 9.0 then internet web options then aol broswer then select never compress files but I still have to go to control panel and do all that still to save pics as JPEG file. Is there away I can save pics all the time as JPEG file without having to do all of that everyime I go to save a pic?

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