Every time I want to save an image I've pasted into the Paint application,
it chooses a BMP/DIB format (which is the worst for saving things from the clipboard).
How can I hack Paint into defaulting to the JPEG format when saving images?
I am using Windows XP SP3 and Paint 5.1 at the moment. I hope though that any hacks might be generic and I'd be able to use them across all my Windows machines.

pbrushwith Paint since Windows 95. And before it had, Paintbrush (pbrush) has never supported JPEG. – grawity Aug 15 '09 at 13:50