What's the difference between MPEG and MJPEG?

I notice a problem of playing vcds in my players (Napa 311 and another no brand type player). Specifically when I play a video in PAL format and output as NTSC signal to TV, it plays perfect in both machine. But for the same video, if the VCD is in NTSC format to start with and output as NTSC signal to TV, the sound appears to be late compare to the video. Anbody has the same experience that I have?