Jpeg to multimedia ?
Even if it's possible to do it, what is the achievement ? i mean JPEG is only a static picture, and a video contains dozens of frames... so whats the use ?
unless you just wanted to change the extension which is easy to do !!
Most newer dvd players should support that format. Just make sure you get the right dvd's that your dvd player and pc support. Either dvd-r or dvd+r. Make sure to read the packages and see what company is supported!