It's not quite a jigsaw puzzle simulation, it contains fullscreen 'graphics tile' puzzles for you to solve. It's completely free for personal use.
SYSTEM
REQUIREMENTS:
MS Windows® 95
DirectX 7.0a
200 MHz CPU with 32 MB system RAM
Video subsystem with 8 MB RAM (supporting 800x600 @ 16-bit)
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With WLP you have the ability to create puzzles from your own graphics to send to your friends and family. There are 20 additional puzzles to solve in the WLP puzzle pack #1.

Thanks to Jordan Russell of
http://www.jrsoftware.org/
for providing his excellent Inno Setup 3 utility.
Thanks to Lars Sydolf
lasyd@mac.com
for sharing his fantastic graphics creations.
Thanks to The Pix
thepix@eircon.net
for sharing his wonderful MIDI compositions.