The jigsaw puzzles take some time. My son is the same way - great at the wooden pegs, struggling some with the jigsaws.
I sell Discovery Toys and have one that has been really helpful for him. It's a set called "Progressive Puzzles" and it comes with 9 jigsaw puzzles. Three of them have four pieces, three of have six pieces, and three have nine pieces. It's a great intro to puzzles and they can start small then progress to the bigger ones. He's learned a lot from them!
If you're interested, you can check them out here: http://www.discoverytoyslink.com/esuite/control/product?P...