Brandon,
To import an image for use in RMXP, it needs to be either a .PNG or .JPG format file.
to see what format the picture is on a webpage, Right-Click & select "Properties".
You can't just change the extension of a file to convert it to a different format, you need to paste it into an image editor, and use the "Save As..." function.
For simple copying of images, I typically use Microsoft Photo Editor. It's free, and comes with MS Office or you can download it from the Microsoft website. It has limited functionality as an image editor, but it allows you "Save As" all of the popular image formats, and also allows you to set a transparent color.
If you are using the image for a "Picture" in RMXP (or Title, Gameover, panorama or Battleback), then .JPG format is ok.
If you are using the image for a tileset, character set, icon, etc. I would recommend .PNG format.
The reason being that .JPG does not support transparency, and the JPG spec modifies the image when you save it,
resulting in horrible looking translations when you try to import with transparency.
If you want to do more manipulation to the image, then you will need a more advanced image editor.
popular editors are MS Paint, Graphics Gale, GIMP, Photoshop, Paint Shop Pro
If you need help with modifying an image for import to RMXP, please do a search. It's been discussed many times.
If you post a link to the image you are trying to use, and describe how you intend to use it, we can provide more detailed help.
Be Well