No Windows XP, estou usando um pequeno gadget chamado "Miniaturas".
Xentient Thumbnails is a utility for replacing the generic icons of image files with thumbnail icons of the actual image. These thumbnail icons are much easier to recognize and they work everywhere icons are displayed, including on the Desktop, in Open and Save dialogs, and in Windows Explorer. The utility automatically generates thumbnail icons for most popular image types including JPG, JPE, JPEG, JP2, J2K, GIF, PNG, BMP, WBMP, EMF, WMF, PCX, PBM, PGM, PNM, PPM, RAS, TIF, TIFF, and TGA. Xentient Thumbnails is licensed as freeware, full size of the download is 0.71 MB.
O Xentient não oferece mais o programa para download, mas aqui está um link da Brothersoft.
As miniaturas funcionam com o Windows 7. Voilá, visualização JPEG2000 no Windows 7 Explorer:)
No entanto, não pára por aí: veja o atalho da área de trabalho 'thumbnailed' do mesmo arquivo JP2? doce! :)