Convert JPG, JPEG, PNG, GIF, BMP Images to PDF with JPEG to PDF
Even though the name is JPEG to PDF, it is actually a freeware that enables you to convert JPG, JPEG, PNG, GIF or BMP images to PDF easily in Windows Vista, XP, 2000, NT, ME or Windows 98.
If you want to convert one JPEG image to one PDF, then using the GUI will be enough. After selecting the image and give the PDF file a name, you can configure how the image should be positioned and displayed within the PDF page. Finally, after all the settings done, click the convert button to start the conversion process from JPEG to PDF. Optionally, you can open the PDF resulted from the conversion once the conversion is completed.
This program supports command line usage. Through the command line options you will be able to convert multiple images to PDF at once, something that you cannot do with the GUI of the program.
JPEG to PDF screenshot

You don’t need to have a visual PDF printer to be able to perform the conversion.
JPEG to PDF is free for personal and commercial use at the time this post is written.