It appears that .jpe and .jpg files are in most cases the very same JPEGs pictures, just with different file extension. If that is also your case, you can simply rename the suffix from jpe to jpg to associate it with more programs in Windows. Certain graphics software recognize JPEG images regardless of their actual file extension, but in any case finding a program for just jpe to jpg conversion seems to be pointless.
Open JPE file Open JPG file