I'm not at an OSX computer right now, so my explaination may be a little different than what you'll see but you'll get the idea. So, if you have OSX, click once on the jpg to highlight it; then get info <option i>; then select open with and navigate to your photoshop application icon and choose it; then tell it to open all jpg's with that application.
Then when ever you double click on a jpg, it will automatically open via PS.