Digital images (aka pictures on computers) come in countless different formats. Almost all images you see on the internet are JPEGs or GIFs, both of which tend to take up less disk space and look good on computer screens. Neither are great when printed on paper, though.

The most common image formats on PCs are BMP and TIFs, both of which can be opened or inserted into documents by almost any program. These formats print ok, but the larger you want the picture to be the more disk space it takes, which is a drag when downloading.
WMF, CDR and AI  files are completely different, as they are vector files. They don't take up alot of disk space compared with TIF and BMPs, and they come out equally crisp at any size, from thumbnail to full page. Unfortunately not all programs can open these files.