jpeg virus? but doesn't appear to be malware

Hi, I'm posting here because abri (the person helping me in the malware forum) suggested someone here might have an idea. This is my original post;

We've done lots of different malware scans etc and nothing seems to come up. Could it possibly be something wrong with the settings?
I'm running Windows xp and the problem happens when using download wizard.

 

Can you show a screenshot of the partially opened folders, and one of the files saved out of order?

E

 

Did you scan for spyware?

 

Yup, did scan for spyware. How do I do a screen shot?

 

Just press your print scr(print screen button) on your keyboard then go into ms paint,
Then click on edit then paste,then just save it as a jpeg.

 

Ok, the first attachment shows the shape of the folder. I'm not sure it's wrong but my friend says it is.
The second shows some photos I downloaded from the SD card and they're out of chronological order. You can tell some were taken in a park and some were taken inside but they're all mixed up together. When I import them to Picasa though, they seem to get back in the right order.

 

It's probably Japanese. For some reason \ comes up as the yen sign.

 

Are they different? My friend (who is Japanese) said it was a sign of this virus.
Is it something I need to change?