It's quite possible that 'cjpeg.exe' isn't in your Path. To avoid problems like this, specify the full path to cjpeg.exe, like so:

system("C:\\WINNT\\System32\\freecell.exe") == 0 
    or die "Returned $?";
[download]

(Example with freecell because I don't know where cjpeg is and don't want to give misinformation)

stephen