Originally Posted by yellowbastard

Make sure JPG's are a registered file extension. From default it is on a standard windows installation but something may have become corrupt. Are you running XP?

Open up My Computer or any other folder. Click on Tools and select Folder Options. Click the 3rd Tab which should be File Types and see if JPG or JPEG is listed. If not you can create a new file extension and associate it to a viewer of your choice.