.jpg File Triggers Strange Error Message

When I try to open a .jpg file from Windows Explorer for viewing, I get the following error message:

"Cannot find the file 'C:\****\****.jpg' (or one of its components). Make sure the path and filename are correct and all required libraries are available. "

When I click the "OK" button on the error message's window, Internet Explorer opens the .jpg file like it's supposed to as if there was no problem to begin with. Can anyone tell me why this is happening?

Used to, when I doubleclicked on a .jpg file in Windows Explorer, the file just immediately opened in Internet Explorer for viewing. I am not sure, but this may have started when I upgraded to the newer Internet Explorer. I can't be sure of that though...

I'm running Windows 98SE and Internet Explorer 6.0 (version 6.0.2600.0000IC).