actually...you don't need to do that at all.
You do one of two things...go into your settings and change it so that all filename extensions are listen on your comptuer. For example instead of "ticklepicture" it'd say "ticklepicture.jpg"
That way, you can rename it, and just change the ending to whatever you want.
Or, you could open it up in Microsoft Paint (which comes with most computers) and save it again, only this time renaming the end to .jpg
Hope that helps...