To convert JPG files to VCD, try
PhotoVCD Creator , You can try Nero Vision Express too.
About DVD conversion see these
*www.thinkdigit.com/forum/viewtopic.php?t=26656
*www.thinkdigit.com/forum/viewtopic.php?t=26247
*www.thinkdigit.com/forum/viewtopic.php?t=22303
*www.thinkdigit.com/forum/viewtopic.php?t=20345
Please search before you post.