what exactly sample do you use, what is operating system and hardware platform? What is version of IPP you are build with? Could you please provide your input JPEG file?
Proabably they key here is that you are talking about your own project. The IPP 5.3 JPEGView sample built with script can open this file and save it to BMP without any problems.
Well, in general, I would say that you can open JPEG just like it implemented in JPEGView sample. It work and you have all source code for that, is not it?
If you can provide us with piece of code where you call JPEG decoder we may check if something is wrong here