Typically, you would not have a need to convert from .jpg to .gif because jpg's are always still images, and .gif is a format which is used mainly with animations. If you convert from .gif to .jpg, what you'll end up with is one frame (still image) from the animation.
If you are just looking to convert from one picture format to another for compatibility reasons with a picture viewer or photo editor, there are always free converters that will do the job. With all due respect to rwemyss, I'm not wild about the gimp because it has a nasty habit of changing all your picture files to .theGIMP20 format, and it's a pain to change them back to other formats. Not to mention, the Gimp is hard to get rid of completely.
My main suggestion would be to do a simple google such as "free jpg to bmp converter" or whatever file formats your editor is compatible with. Just make sure your security is running 'cuz when you fish for free downloads online, you always run the risk of junk coming along with them, i.e. viruses, adware, spyware...
Anyway, if I can be of any further help, just let me know. :thumbsup: