I have a really good suggestion as far as programs that load JPG... you might want to look into download Virtual Dub, or VirtualDubMod, they are really the greatest programs for encoding any video source. It will load jpgs seqs. and just about anything else. If VDub can't load it, you can write an AVISynth script and make a .avs file, and that will allow vdub to open it.
google VirtualDub or VirtualDubMob or check out SourceForge.net to get this awesome freeware opensource video editing application.
Edit: Is there a way to fast forward in a demo? or start from a specific point or frame#?
and can I output the screenshots to a different directory or drive?