Screencapping JPG in PowerDVD

I'm wondering if anyone else has had this problem. I have PowerDVD on my computer, and to my delight, it has screencap abilities! But I've changed the configuration to cap _jpg images rather than _bmp, and I've found that my photoshop program won't open them. A box pops up saying "Could not complete your request because an unknown or invalid JPEG marker type is found."

Help? Does anyone know what I can do to fix this?