.exe -> .jpg

So I have a simple keylogger that I'm trying to get onto a friend's computer, however they're all smart enough to not open any exes from me. I'm pretty sure there's a way to embed an exe inside of a jpeg where when you open the picture, you execute the program.

Speaking of CD, just make it autorun an installer when you drop it in.

Tell them it's... something.  The new Big Pun CD or some other shit that people would go bonkers for.