Graphics, Figures & Tables ⇒ I want to insert picture in it own sizes.

[localghost]

[...] It's strange, but after compilation *.dvi file normally show inserted *.jpg file.

I find it hard to believe that. Omitting the suffix results in flawless compilation independent from the compiler engine. The graphicx package then searches the right file on its own. Provided that the file is present at the same place in both formats. The latex compiler engine doesn't accept JPG, only PS/EPS.