Rename 'JPG' to 'jpg'

sudo apt-get install rename
rename -n 's/(\d{1,3})\.JPG$/01_$1\.jpg/' *.JPG

Option -n shows what will be done, remove it to do it for real.

rename -n 's/(\d{1,3})\.JPG$/01_$1\.jpg/' *.JPG

See also:

• Rename file to include date and time its modified date