have downloaded Jaunty Jalopy umpteen times but always ends up as an image file. need help.

If you are not confident of those downloaded files, download Ubuntu Jaunty from the oficial web site.
http://www.ubuntu.com/getubuntu/download
Have a look on this page:
http://www.ubuntu.com/getubuntu/downloading?release=desktop-newest&mirror=http%3A%2F%2Freleases.ubuntu.com%2F&arch=i386

Computer Architecture : Choose the one that suits you
32bit version: This works with most computers
http://releases.ubuntu.com/jaunty/ubuntu-9.04-desktop-i386.iso

64bit version: May provide additional capabilities to computers that are able to use 64bit software
http://releases.ubuntu.com/jaunty/ubuntu-9.04-desktop-amd64.iso

You will download an .iso file needed to install your new Operative System. Once downloaded you got to burn it on to a CD.
Learn how to create a CD from your newly downloaded file: https://help.ubuntu.com/community/BurningIsoHowto

Once the LiveCD is burned you can use this CD to test how the S.O works. LiveCD means that you can use it even without being installed (with some restrictions, you can not intall permanently apps) just for testing purpouses.
You just have to insert the CD on your Cd tray and reboot. BIOS must let you boot from CDs

Try it, get some more information if needed. https://help.ubuntu.com/9.04/installation-guide/i386/index.html
If you decide to Install, Save your important data: https://help.ubuntu.com/9.04/windows/C/
https://help.ubuntu.com/9.04/windows/C/

and reply for a Step by Step instructions.

Feel free to ask again

I must be doing something very wrong or Windows is messing with my downloads. Whatever I do I end up with a single image file. This despite the fact that even though Windows offers up "save as" an "image file" by default I switch to "save as" "All Files".
While I would express my appreciation for the help offered so far, I am now where near being able to download a workable Live CD ap. I will continue to look forward to help. Thanks.

All Ubuntu versions are _meant_ to download as image files. The .iso extension denotes that the file is an image of a CD, DVD or, a long time ago, a floppy. The idea is that you can then burn the image in question to a disc and have a working live CD. The same applies for just about any Linux distribution. Note that burning an image is not the same as simply copying the file onto the disk. You have to use suitable software to copy the _contents_ of the image (an image file is essentially an archive).

As pablitofuerte says, instructions for turning your image file into a live CD can be found at https://help.ubuntu.com/community/BurningIsoHowto - if any of the above causes you problems or I've misunderstood your problem I'll be happy to talk to you - contact details at my userpage or continue in this question thread.

Just to clarify - the downloads are NOT "ap"s. They are special files which you use in conjunction with other software to generate a CD.