I suppose you could write a program to do that - but it only takes a very few clicks to do it in XP's Explorer. Set your view to Thumbnails, and go to the folder with the BMP files. Click on the picture you want and it opens in a viewer, and at the bottom is a diskette icon for "SAVE." That pops up a sort of SAVE AS menu and at the bottom you can select the image format as JPG as well as the location and name.