Normally you can open Paint. Then open the file by browsing your computer for it.
Then go to 'File' then 'Save As' and select JPEG in the drop down list.
If that doesn't work, internet explorer can do the same in the same way.
MS Office 2000 has Photo Editor listed under Office Tools in your program files menu.
Or try downloading a trial version of something like acdsee which will certainly be able to do it. You can get it from
www.download.com quite legally.
If all else fails, feel free to email it to me and I'll convert it and return it for you.