The whole Tools/Folder Options/View feature in Win 7 sucks. In XP you had Thumbnails and could automatically set jpeg files to display on opening. How do you do the same thing in Windows 7?
If you meant to have thumbnail previews turned on for JPEG files, then double check to make sure that thumbnail previews are enabled. In additon, make sure that you have Windows Photo Viewer set as the default program.
....or did you mean to have them open in the preview pane.