Then I suspect that the data is not a jpeg file - what are you trying to do? Not "read a file as an Image, but what is the file? Why are you reading it? What are you trying to achieve? It may be that one of use is using the wrong terms!
If you get an email telling you that you can catch Swine Flu from tinned pork then just delete it. It's Spam.
What technology are you using? Windows Forms or WPF? If you're using WinForms, there's an implicit WndProc that you can add your code into. If it's WPF, things get a little more complicated as you have to add your own WndProc handler.
*pre-emptive celebratory nipple tassle jiggle* - Sean Ewington