jpegtran stripes the header info which causes the IE abode bug
type which jpegrtran when at an SSH prompt on your server to find it
If you installed jhead and it is not working and the path is right then it is a problem with your installation of jhead not working
Here is a path to a photo showing exif http://www.reeftalk.com/gallery/showphoto.php?photo=391
Try finding the source and compiling jhead on the server instead of using compiled binaries if thats what you did.