Ooooh. Not a lot to go on there, so apologies if you've already thought of these things.....
Where did you save from and what programme did you save it into? If, for instance, you've saved an image into a Word file, then that might upset things. You do mean Jpeg with a g, right? If you've typed in jpej manually on the save, that might be it.
Generally speaking, I'd go back and perform the save again, making sure the doc name and type are right and saving it into your "pictures" folder on the desktop, rather than into any other kind of file or folder.
Other than that, I'm as blank as your page! If you post a bit more info, we can have another think, and maybe someone a lot better at this than I am can sort things. Best of luck!