<font color="blue"> I went to save the pic and it saves as a .bmp (bitmap). </font>
You need to clear your cache. Windows has a problem in this area. The pictures are stored .jpg format on the server.
OR you can try this:
On the photo, right click and select Email Picture... Depending on your email program, you should see the file placed in as an attachment as a .jpg file, and if you can right-click on the attachment, you can then save it in the correct format.