Not sure, but check this first.

in My computer (Window Explorer), click Tools--> Folder Options --> File Type --> JPG (JPEG Image),
click "advance" button, Select (highlight) "Open", then click Edit button

Check the application to run Jpeg. It should be something like:

rundll32.exe C:\WINDOWS\system32\shimgvw.dll,ImageView_Fullscreen %1

it may be missing a shimgvw.dll file.
What kind of computer you have?