I want jpegs not bitmaps

Often when I right click on a jpeg image to “save picture as” I only get the option to save it as a bitmap…I want to save it as a jpeg.
This problem started only yesterday: before yesterday I had no problem saving jpeg pics from the net as jpegs but now the only option available is to save many of them is as a .bmp file.
I am running windows 2000 with IE sp6.
This is driving me insane! how can I fix it?