I think there are DirectShow filters that can decode motion jpeg files. Actually, the FFDShow video decoder filters in the CCCP package might be able to do that. You could follow the instructions in
the DirectShow playback guide and install CCCP if you have not already installed it. Also QuickTime might be able to play motion jpeg files (to use QuickTime decoding you would need to have Apple's QuickTime player installed.)
It is possible that files with the .mjp filename extension are not recognized as importable video files. As a test you could try to change the filename extension to .avi (after installing CCCP) or .mov (for testing QuickTime). If that works maybe JRiver could add the .mjp extension to the supported extensions in MC13.
In addition, you could provide a small sample file. Record a few seconds of video, upload it to a web site and post the link here. If you don't already have a suitable website you can use the free
www.rapidshare.com or
www.megaupload.com services (for instance).