This is a program I wrote in about a day. I had already written all of the code for other purposes. This program supports the original JPEG/JFIF format, as well as JPEG2000 (.J2K and .JP2) files. The program supports converting multiple JPG files to single or multiple PDFs files. The program also supports image scaling and positioning.
http://compulsivecode.com/jpegtopdf.html
http://compulsivecode.com/jpegtopdf.html