What is the procedure for changing a received (via e-mail) "bmp" photo into a "jpg" one?

I think “bitmap” or “bmp” photos suck, and I want to change the ones I have, to “jpegs” or “jpgs,” and I’d appreciate having step-by-step instructions on how to do that, on my Windows XP/Home Edition computer.

Thanks!

September 2, 2008, 4:17 PM EDT