Have you tried the "right click open with" & "choose program" option? If that doesn't work try this longer method.
> Open your "My Pictures" folder.
> Tools > Folder Options > File Types
> Scroll down to .jpg & .jpeg
> Highlight > Opens With > Choose Program
> Hit OK > Hit OK again
If that doesn't work then try going into Photoshop under options to see if you can unassociate jpegs and try the above again.