Hyperlinks opening internet instead of picture viewer application

Hello- I'm new to this forum so sorry if there's already an answer that I've missed.
I have an excel 2010 sheet that includes hyperlinks to .jpg files in the same directory. The default program for .jpg files is Windows Photo viewer, but the link always starts up Internet Explorer (slowly!) and shows the picture in that- even though my default browser is Firefox.
So far I have spent ages looking for some setting to change this, but without success. I'm sure it's an easy fix so long as you know where to go.
Any help would be much appreciated. Thank you.

Thanks-- this worked fine with my older version of XL, but with XL2010 and Windows 7, even when the default is set (and works when I double-click on the file in Windows Explorer), whenever I click on the XL hyperlink it ALWAYS opens in IE. In the Edit Hyperlink window, the link is shown simply as the file-name. There's nothing I can see that calls IE.