You only need to rename files that you downloaded and change the .html file extension to .jpg to make other programs see the files as image files.

If Windows doesn't let you change the possibly hidden .html file extension then add quotes around the name ("image.jpg") while renaming.

The problem is when i download some pictures from the internet they are saved on my computer as Firefox documents not as jpg files, i do not understand why this happens and i want to be able to convert them to jpg files so that i can veiw them. Also i do not know what a file extension is please could you explain.

The file extension is the last part of the file name and on Windows it determines which application to use to open the file.
If a file is identified as a Firefox document then the file extension is most likely .html
You can check that if you right-click a file and open the Properties.
You need to rename the file and change that trailing .html part to .jpg to make Windows see the file as an (JPG) image file.

if windows is not letting you change hidden file extensions:

go to tools in the menu bar. select "folder options" from the drop down. select the "view" tab. make sure the "hide extensions for known file types" option is unchecked. click "apply" then exit.

all your file extensions are visible now, and you simply replace .html with .jpg via rename, or simply by left clicking the file name and editing it.