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What happens when you remove the .xml extension? Provided that it's a valid JPEG file in the first place, removing the .xml extension should work. Make sure to remove the period as well, so it's just
<filename>.jpg
What happens if you remove the .xml, and then change the .jpg part to something else, like .png? In mac, just changing the file extension usually changes the file type as well.
Try opening the <filename>.jpg in Preview. Or cover flow.
Chances are, it will probably open in Adobe CS. Try that and see if the image appears. If it does, then use the Save As command.