Have a try at this, FF,
Go to START/ Run.
Enter "regedit" (without the ""), click OK.
Explorer opens.
Go to HKey- Current User/Software/Microsoft/Windows/Current Version/Explorer/File Exts.
Follow the list which opens down to JPEG and open it by clicking the + sign.
This will list all the programs which will open JPEG files. Is your program there?
Below the JPEG folder is a JPG folder. Is your program in there?
If you can find your program listed in the JPG folder, then either convert the JPEG file to a JPG or try to add your program into the JPEG folder.
Remember!!! This is the Registry you are playing with so be very careful what you do.
Hope this helps.
Wak.