1: No, you can't get a virus from a jpeg, gif or bitmap. Like Wiccan said, it might have been something like lesbo.jpg.exe. Always make sure you can see the whole filename.
If you want it examined, you can send it to me.

2: Send it to me, and I'll find out what the problem is.

"Stephen Wolfram is the creator of Mathematica and is widely regarded as the most important innovator in scientific and technical computing today." - Stephen Wolfram