Go to "Windows Explorer" and click on "folder options" from the "tools" menu.
Click on the tab: file types
Search for JPG
You should then be able to see what a JPG file "opens with" ..it is probably set to notepad. Change it to whatever program you want to use to look at jpg images... (I use Macromedia Fireworks MX..)
you can also click on advanced and change the icon itself.