jpg added to downloaded exe files

After downloading and saving an exe file from an internet site extension jpg is added so that file appears as filename.exe.jpg. This just recently started on my XP so I have done something to add the jpg file extension. If I rename the file without the jpg extension everything works fine. What have I done and how do I correct it?

 

Not sure what happened to cause it. Since it happened recently, try system restore.

http://support.microsoft.com/default.aspx?scid=kb;EN-US;Q306084

sekirt

 

Apparently only on downloaded exe files, which is the majority (about five or six). So far not on zip files (about three).