Luiz (and others),
While the pairing capability would be a good idea, with DNG files there is really no need for jpgs any longer. Just remember to update the DNG preview after editing your images in LR (and specify "full size" for the jpg preview in DNG files on the File Handling tab of the application preferences).
This is actually one of the many reasons I like Photoshop's ACR so much more than Lightroom; ACR can automatically update the DNG preview (just specify so in the camera raw preferences).
Since adopting the DNG workflow, I'm asking myself the question why haven't I made the switch (from Nikon Capture NX2 to ACR/LR) earlier? I now have almost exactly the same workflow with ACR as I had before. In fact, I can now work much faster; with ACR, working on say 50+ images at the same time is not a problem at all as before that really was a no go (and here I don't mean batch processing, but really working with 50+ images simultaneously and tweaking them individually).
Cheers,
Hayo