"Save Picture As" in IE 6.0 saves files to disk with no extention

[Ken]

Using IE 6.0.2800.1106.xpsp2.030618-0119 with SP1,
Q837009, Q832894 and Q831167 installed.

When I right-click to save a photo from the web and
rename the file from the "save as" window the file is
saved on my hard drive with no extention to it. I
see .jpeg as the option but it does not save correctly.
I've cleared the cache already. I can go and rename the
file later, adding the extension and it works, just
causing extra steps I don't care to take. Any idea what
is causing this? I reinstalled IE from the original XP
cd's but this seemed to do nothing really.

 

[Ken]

P.S. - Only jpeg's are affected. Not other file types. If
I just save the file with the name given it, it works
fine, but if I try to change the name I have to add
the .jpg to the end of the filename each time. It won't
save as 01.jpg for instance just typing in 01 and
clicking save.