I think that you are forced to save the image as the original file type and then convert it later, since you are downloading the actual file, not doing a conversion on the fly.
Right click on the 10 year pin below and see if it lets you save as a jpg file. That's what it is.
If you need software to open a file and convert it to a diffferent file type there is a good free editor I've been using named irfanview which does all sorts of things, converts, rescans, batch convert, much more.
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