You can convert it with Internet Explorer, too

Subject: You can convert it with Internet Explorer, too
Name: ludicrous
Date: 5/11/2001 2:41:50 PM (GMT-7)
IP Address: 138.67.74.229
In Reply to: Re: Windows wallpaper question posted by Thor
Message:

just open the pic with IE, right-click on the picture, "Save As", and for file type choose BMP instead of GIF or JPG