Okay, first, read ALL the sticky threads at the top of the forum! This is an idiot answer, but worth putting down here anyway. (You aren't the idiot, the answer is!

)
Second, try switching the *.jpg to *.JPG or vice-versa.
Make sure there are no spaces in the image line!
Make the image name completely unique. Like asdflkrei.jpg That will ensure that it doesn't get mixed up with any other image. (If you change the name, re-upload it!)
Other than that, just make sure it is within 100k, 800x600 pixels and a *.jpg or *.jpeg image.
If you make sure all of these rules are observed, it ought to work. If it doesn't, you're doing something different!