I havn't used Linux much for screen capture, so I don't know about .jpg format. From what I picked up from the web, both KDE and Gnome have apps that will capture a desktop or window with the focus to a file. The { Alt + Print Screen ] saves the file to a .png format.
You might do a search on the web. There are some commercial apps that might do what you're wanting. Also, gimp is a powerful Linux app that can be used for photo editing, etc. You might take a look at it.
LelandJ