JPEG obviously has an incorrect file association in Windows.
Open Windows Explorer and find (any) jpeg file and select it.
Shift+Right-click and select Open With. From the Open With dialog, check the
box at the bottom 'Always open this type of file with' and then select the
default graphics editor you are using or the windows picture and fax viewer,
whichever is your preference.
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Terry Farrell - MS Word MVP