Your printer specifically uses jpeg?? That sounds really odd. Standard raster formats for this sort of printing are going to be ones where there is no loss of data - tiff for example, or program-specific ones like psd. A jpeg saved at high quality will probably not look much different, but there is really no reason for a printer not to be able to accept at least some form of lossless file format. Personally I like png, as it'll give the smallest file sizes for raster-based lossless generally.
Most imaging programs do let you save as a variety of formats, but a handy program you might still check out is
Irfanview. This freeware program can convert between tons of different formats, lets you adjust jpeg quality with saving, and does a few other useful things.