This may also apply to DOQQs (Digital Orthophoto Quarter Quads) from elsewhere, but these instructions assume you're dealing with 1-m pixels.
1. When you download a DOQQ, the quarter quads come through with a filename extension of ".coq". I don't know why, but these are jpeg files, so you should change the extensions to ".jpg".
2. You need to also download the header file, and read it as a text file to determine the X & Y coordinates for the upper left corner in either NAD83 or NAD27. If it provides only one datum, assume it's NAD83:
3. Use a text editor to create a "world file" with the same file prefix as your jpg file, but with the extension ".jgw". It needs to contain 6 lines of information, the first four lines of which are the same for all unrotated 1-m DOQs:
1 0 0 -1 xxxxxx yyyyyy
Replace the "xxxxx" with the x coordinate (UTM easting) of the upper left corner, and the "yyyyy" with the y coordinate (UTM northing).
That's it. It should read into ArcView with the jpeg extension.