You could just use paint that comes with windows, just open the gif in pain and go to "save as" and select "jpg" from the dropdown menu. Unless your looking for batch changing this is probally the best way.
__________________ Anthony LeBoeuf Cape-Tek IT Solutions
try irfan http://www.irfanview.de/
Paint is ok for er, painting but not much else (incidentally it is ok for making mobile phone logos - well 1-bit ones!)
converting from an original full colour version would be better - why do you want to convert from gif to jpeeg anyway??