Your Internet cache is full.
When the only options you have to save a image from the Internet is .art or .bmp it
means your temp folder needs cleaning out. In IE, tools, Internet Options, delete
files. Go back to the site you saved the image from and try again.
This article will give more details and another option if you use AOL
Internet Explorer Saves Images As Bitmaps (.bmp Files)
http://support.microsoft.com/default.aspx?scid=kb;en-us;810978

Thanks Mary. I did it. Lets hope it works.

AOL's .art files can contain multiple frames, sound,
movement, etc.  Word doesn't directly support those
features.

If you look at the graphic in Insert=>Picture in Word
using 'details' view what icon (file) type is showing
for the .ART file?  If it's Internet Explorer you can
get the graphic to Word by a couple of methods. First,
double click the graphic to have it display in
Internet Explorer then use either of these:

A. Right click the graphic and choose copy.
In Word select Edit=>Paste Special and the Bitmap paste
option to insert the first image in the ART file into
your Word document.

or

B. In Internet Explorer use File=>Save as and you should
get a choice between ART and BMP file types.  Once saved
as BMP you can use Insert=>Picture=>From File to pull the
graphic into Word.

========
I am trying to add .art (not clip art) files to a document but I can seem to
do it. A box comes up that asks to convert file from with a scroll that lists
several programs but none of them work. When I "Saved the Picture" from the
internet, it saved as a .art file, (my 2 choices were .art & .bmp, but even
when I changed it to .bmp it still saved as .art)  but Word says it's a .gif.
I have a .gif photo editor and it's not a .gif file. Do you know of a program
that I can use to convert these files into something else so I can import
them into Word. >>