  We study conditions for formation of recollimation shocks in jets interacting
with stellar winds in high-mass X-ray binaries. We show the existence of a
critical jet power, dependent on the wind rate and velocity and the jet
velocity, above which a recollimation shock is not formed. For jet powers below
critical, we derive the location of the shock. We show that surface shocks may
still exist above the critical power, but only occupy a small volume of the jet
and do not significantly alter the jet opening angle. We test these prediction
by 3-D numerical simulations, which confirm the existence and the value of the
critical power. We apply our results to Cyg X-1 and Cyg X-3.
