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Also be specific as to what version of IE (they differ in their quirks, bugs and "features").
A 4 Mbyte jpeg hardly is "web" material, have you considered reducing it in size ?
Ohhh, you wanted a technical answer.
Check how much RAM your allowing IE to have on your computer. Maybe you will need to increase its RAM Allocation or even use virtual memory if the operating system offers it.
-Slinger I am running a vanilla copy of windows here I think IE eats as much as it can out of the RAM cookie jar...
I tested it in both IE 7 and 8 and they both don't work...
The only time I ever ran into a problem like this was when a client wanted me to post a 3mb specs image on their site. I convinced them that it was a much better idea to convert it to pdf and offer it as a download instead.
What are the pixel sizes of these pictures? Seriously...I don't think I have really ever seen a jpg over 1.5mb and they were 1500px by 1200px and looked fine. 4mb is way too much.
I think it's agreed that these aren't web friendly sizes, but images of this size are an increasing problem for webmasters as users are simply uploading straight from their increasingly mega megapixel digital cameras without any preprocessing! And cameras generally don't compress the images that much either - with an obvious trend towards quality. A 5mp (2592 x 1944) image is typically around 2MB off the camera. And 5mp seems to be at the lower end of the spectrum these days for digital cameras!
FYI... I just tried a 5.96MB (10mp, 3648 x 2736px) jpg image (straight off a Canon G7) in IE6 (WinXP) and it displayed OK.
So, as swa66 suggests, I would look at how the jpg was generated. There do seem to be different types of jpg image - some of which IE might not support.
Have you tried the image in a simple test page (away from WordPress)?