Well I was stuck with this one for a long time, but just writing it to the forum made me think about it again and here is the solution in case someone has the same problem: Open Registry editor with "wine regedit" then access the key HKEY_CLASSES_ROOT\jpegfile\shell\open\command and replace the -nohome part with "%1" so that you get "C:\Program Files\Internet Explorer\iexplore.exe" "%1" and Voilà!
