Ah, oops, I didn't read carefully enough. You where specifically asking about jpg, and indeed the DNG converter does not process those
So for batch operations, you'll need to go another route. It has been a while since I wanted to convert jpg to DNG, but if I recall correctly you can open up multiple jpgs in camera raw, select them all and then click save images...which will allow you to save them all as DNG. Perhaps not as convenient as the DNG converter, but it gets you there.