One way is to install a postscript printer drive, and print your jpg file
into an eps file. You need to select the eps option in the drive.
My preference is to use a standalone program such as jpeg2ps to do a direct
conversion. More information can be found here: http://www.ctan.org/tex-archive/support/jpeg2ps/
Another application is ImageMagick, found at www.ImageMagick.org .
Good luck.
