Since JPGs are already compressed, compression doesn't do very much at all. By putting a bunch of files in a RAR or a split RAR, you are just making uploading and downloading easier, but not really saving any space or bandwidth.
As an experiment, I just RARd a 102mb JPG. The RAR was 103mb when finished.
In the case of BMPs, TIFs and other larger formats, archiving is a great benefit.