Use "ImageMagick" which can be installed easily on most UNIX/Linux distros.
Remember that it will go with the standard file listing to determine the order but I believe you can manually specify multiple jpg's in the arguments.
Convert image/jpg to PDF
convert *.jpg yourpdf.pdf
This is a very handy and free tool.
Convert DOC/TXT documents to PDF
If you wanted to convert a .doc file or text........