Err .... if i understand you correctly .... if you are running windows xp then you can already open jpg and gifs So it shouldnt be a problem.
If you are running windows 98 then ... afaik it doesnt have jpg support (needs to install something) so i guess that could be the problem.
Can you open jpg's on you pc ??? If you can i dont think that is your problem. I am guessing that you have the latest version of msn messenger
/ 
So it shouldnt be a problem.
