> > How do I set the program to download only JPEG's? 
> > I don't need all the other files?> 
> You need the html so it can find the jpegs
> filter:
> -* +*.htm +*.jpg +*.jpeg +*.html +*.asp +*.jsp
> +*.cgi

The *.html should already be covered by *.htm (since the latter doesn't have
an *[] at the end). To further prevent unknown files containing substrings
".jpg" or ".jpeg" you can add *[] to the end of them. And you probably want to
add *.php since that's so common.
So, here is my take:

-* +*.htm +*.asp +*.jsp +*.cgi +*.php +*.jpg*[] +*.jpeg*[]