I don't use Paint Shop Pro...
BUT
import one jpeg that you downloaded into Paint Shop Pro
and then saving it as a jpeg under a different name (without spaces in the file name)
making sure that you have the Save Options set at "Standard Encoding" with the Compression Factor set in the middle.
When this one file is saved under the new name, try it out on the server, check the quality is ok in relation to the file size etc...