You can do this with most image editing software. Open up the .GIF file in the program (like PhotoShop or PaintShop Pro) and then from the menu, select "Save As". You should then be able to select .JPG as the file format and save the image. If you don't have image editing software, you can find a number of programs on the web that will do the conversion for you. (As always, be careful with downloading and installing any free programs to avoid adding spyware to your PC!) http://www.google.com/search?hl=en&lr=&q=convert+gif+to+jpg
I use "Irfanview". It's FREE and it lets you change to the 20 top file formats. Has great editing features, along with finite setting on each format saved. If you have a picky file that just wont open Irfanview will evaluate the file and give you the best results. Did I say it was FREE!!! Here's the download, and read what CNET has to say. http://www.download.com/IrfanView/3000-2192-10021962.html?part=dl-IrfanView&subj=dl&tag=button
The easiest way I have found is this... Print the .gif image to acrobat distiller... Then go to where it was saved, and open it up to view, obviously using acrobat... After it opens for view, click "file"... "save as..."...and change the type to .jpg...