Removing a .JPG file ought not be rocket science ... unless it is more than a simple .JPG.
Malware can take many forms, including graphic images. Considering the questionable source of your image, it is more likely to be "evil" in nature than if it had come from a Disney website (although I am certain they are not above suspicion either).
Try running several threat scans using links provided on the page below, or just submit the file to VirusTotal (if you are able) to verify the true nature of your dilemma.
http://SecorCOnsulting.net/pages/security.html
- Scott D
