first you will need to check that the browser supports downloading JPG images. See Nokia WAP Phone Characteristics document to find out the supported image formats for each Nokia WAP phone. You can download the document from www.forum.nokia.com/documents.
Some Nokia phones support saving images directly from a WML page but with the latest Nokia phones, you will need to use COD method to download images. For information about how to use COD, see Content Distribution and DRM section at the Forum Nokia web site. Also notice that you will need to define the correct MIME type for the downloadable content in the web server.