Hello Lisa, The .jpg masks are usually used in Corel's Paint Shop Pro. To use them in Photoshop you will have to double click on the layer of the mask, say ok on the box that pops up. This will seperate it from the canvas which will be transparent.
Then you must remove all the white, by using the quick selection tool or the magic wand, whichever you find easiest to use.
Hope this helps. Maggie