I think just about any photo editing software will do this.
If your windows (or mac) operating system didn't come with one, you can download one for free.
Just search "free photo editing software" and pick one that says its "simple and easy"
After you download and install the software, open the program and open the "file" pop up menu.
pick "import", then browse your computer for the photo. Once its in there pick "export" from the file menu.
At this point it will ask what format you want to export in, so pick "jpeg" and save to your desired folder.
Hope this helps!
ZW