That's because your Jpegs are associated with Paint shop.
There must be at least one default application in order
for them to open.
You can easily change that by right clicking on any Jpeg,
go to the option "open with", a window pops up, in this
window you will see a list of applicable programs, or you
can browse to your program files folder for a program
that assocites to jpegs such as Microsoft Paint, which
handles bitmaps and jpegs, you can select any one that
will open a jpeg standardly, also note in this window
near the bottom it has a check box, the statement
basically reads use this program all of the time. If you
check the box, hit apply, say ok the next time you open a
jpeg that newly selected application is now the default,
also note that when you have done this, the jpeg icon has
changed to the icon for that program.
Hope this helps.
Richie