There's a CF tag called CFDIRECTORY which allows you to perform directory-related actions.
Try this which will create a query result called JpegFiles with columns (Name, Size, DateLastModified and others).
<CFDIRECTORY ACTION="List" DIRECTORY="c:\jpeglocation"
NAME="JpegFiles" SORT="ASC">
You can now output this on an img tag ... like this.
<CFOUTPUT>
<IMG SRC="c:\jpeglocation\#JpegFiles.Name#">
</CFOUTPUT>
Hope this helps.
Klotzki