To change which program starts when you open a file
In My Computer or Windows Explorer, on the View menu, click Folder Options.
Click the File Types tab.
In the list of file types, click the one you want to change.eg '.jpg'
In Actions, click Open.
In Application used to perform action, enter the program you want to use to open files that have this extension (you can use the browse function to locate the '.exe' file to locate the programme you want to use) , and then click OK. I take it that you want to use the 'Picture and Fax viewer'
I'm not on XP so I can't give you a location of this, though I think it is in the Windows folder.