Which application is associated with jpeg files? I mean, if you double-click one, which program is opening it or should opening it?

Can you post a screenshot of the it?
To know how to post a screenshot, see http://forum.avast.com/index.php?topic=8982.0
You can use Gadwin PrintScreen to get a screenshot (http://www.gadwin.com/printscreen/) or the free version of WinSnap 1.1.10 (http://www.filehippo.com/download_winsnap/?2173).