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DawnDawn88 - You probably have the
Preferences->Save to Disk->Save cover separately box checked.
If you put one of CBZ's on the Fire can you see the cover (i.e. first image)?
- If you can then you don't need the JPG files, so you can uncheck Preferences->Save to Disk->Save cover separately
- If you can't I've no idea what to suggest because I have no knowledge of Kindle Fires apart the fact that it's a silly name - IMO
You could ask in the Kindle Fire sub-forum
BR