Using Windows Explorer, navigate to a JPG, right click it, select "Open
With ...", then select "Choose Program...". Check the "Always use the
selected program ..." box and pick a program from the list or "Browse"
to the one you want.
Many image viewing apps have an option to make themselves the default
viewer. For example, in IrfanView (http://www.irfanview.net/), it's in
Options->Set file associations.