The only thing that springs to mind would be this: It's a script or app of some sorts that's merely *called* a ".jpg" file but opens as an app instead of with Preview or another picture viewer, then copies itself (and/or does other stuff!) and quits itself again.
The user should try openinig the file by dragging its icon to the Preview icon in the Dock (it's in the Dock either per default or at least after he's opened the Preview application).
Also, the user should "get info" on the file. (Click it once and hit Cmd-"i".) To see whether it's really a JPEG file or an app or anything...