For my current application I collect images from different \"event providers\" in Spain.
Bitmap bmp=null;
HttpGet httpRequest = new HttpGet(strURL);
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I've tried tree diffrent ways now, the simple URLConnection you use and that seems to be working for you, the way Mike Mosher uses and also this way [http://asantoso.wordpress.com/2008/03/07/download-and-view-image-from-the-web/] they all result in decode returned false.
HOWEVER if I convert the image to a PNG all of the ways work fine!! However I tried putting the images on my work ftp homepage and then all jpgs load fine with the simple solution... So for some reason it seems that if the server isn't fast enough it parses the jpg files before they are actually fully downloaded or something.