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In short, they are malformed. When I try to open the files up in Photoshop, I get a 'Could not complete your request because a SOFn, DQT, or DHT JPEG marker is missing before a JPEG SOS marker" message. Here's an explanation of the information in a JPEG header: JPEG - Idea and Practice/The header part - Wikibooks, open books for an open world . If they need to print it and have no other options, any of a number of JPEG file recovery tools (many free) exist for that purpose.
Hope this helps,