800*600*3 bytes (RGB) is 1.4 MB. So you're already getting a 30-40x compression ratio, which is really good. Compressibility depends on the image, but you probably can't compress it any more without losing quality.
If you're using Photoshop to save JPEGs, you might be able to reduce the file size a little more by excluding the color space info. Older versions of Photoshop would save it by default (I haven't tried it in newer versions since I've moved almost entirely to Lightroom). File -> Save As -> JPEG, and in the dialog box that pops up, towards the bottom there's a check box for Embed Color Profile. Make sure it's unchecked. That can save a few kB. The only consequence is that color space-aware web browsers will now assume...