And be careful with move or Cut n Paste. If the files are large and the process gets interrupted, you can lose the files forever.
I found it here: Windows 7 and Windows Server 2008 R2 Service Pack 1
Right click on the file and select Open With. You should at least see PAINT.
Can you open the file with anything else? Was the file converted from some other format? EDIT: Can you open other JPG files?
Separate names with a comma.