There's a surprisingly effective image manipulation tool that comes native to Microsoft computers that everyone overlooks because it's not sexy. It's called Paint. Odds are it's already installed in your computer, so there's no need to go hunting around for anything else.
If I were confronted with a mod giving me jpeg's instead of bmp's I would do the following:
Open the offending jpeg in Paint.
Click on the Edit menu (second from top left) and at the bottom of the list you'll find Select All. Click on Select All. Then select Copy.
Close the jpeg, and if the program asks if you want to save anything, you can say no.
Right click in a blank space on your screen -- you'll get a menu, and one of the items will be new bitmap. Create the new bitmap. It will be completely blank, but open it anyway.
If you go back to the Edit Menu (second from top-left) you'll find that you can now select Paste.
The entire image content of the jpeg will now be transferred to a bitmap. (Truth in advertising: you'll lose a little image quality from doing this, but you're unlikely to notice).
Close the bitmap, but this time be sure to ask for a save when the programs asks you if you want to save or not.
Now for the fun part.
You are now the proud owner of a bitmap with the image content of the jpeg that was causing the problem. Trouble is, the bitmap has a useless name like New File and the program won't be able to read it.
Your first reaction is just to type in the original name of the file, and more often than not this will work. But there's a trap. The name of the new bmp file has to be exactly the same as the name of the jpeg or it won't work in the program. Extra spaces have a nasty way of creeping into the names of files, and when you hit a problem like this it can be infuriatingly difficult to detect what is or isn't happening.
So to prevent you from tearing your hair out if you happen to hit one of these files (perhaps with an undetectably corrupted name?), do the following.
Right click on the original jpeg. You'll get a menu, select rename. But don't actually rename anything. The name of the file will be highlighted -- put your cursor over the hightlighted name and copy what's in the name field only (I think it's a right click, I'd have to actually be doing it to remember). Then take your cursor, right click on the new bmp, selct rename, and then paste into the highlighted name (which will be/was something like New File). This should transfer the name of the original jpeg file to the bmp file, invisible spaces and all.
I don't usually verbalize this so I may be messing up a bit. I've had to do this hundreds of times for all of the modifications that I've made to Volcano Man images, so it's purely muscle memory and I'm not used to thinking about it explicitlyat this point. If you do what I described it should work, and if it doesn't it should get you so close to where you need to be that you'll be able to resolve it with a little playing around.