Right click on your start button, then click on 'explore'. Then under the 'tools' menu, click on 'folder options'. It may be listed under the 'view' menu on your computer. Once you find 'folder options' click on 'file types'. scroll until you find 'GIF' and click on it once. Look at the bottom of the window to see what opens the GIF file. If you want to change it to open in internet explorer, click on 'change'. Then you may have to browse to direct it to the IEXPLORE.EXE file. Mine is located here- C:\Program Files\Internet Explorer\IEXPLORE.EXE. If you're using Windows ME, a window pops up offering you several choices of programs to associate your GIF files to. The choices include 'Image Preview' and Internet Explorer. Either will work, or any other image editing program you may have, like photoshop.
Once you've changed the association, double clicking on a GIF file should open it in the program that you chose (internet explorer or Image Preview etc.). Do the same for your JPEG (JPG) file association. Good Luck.