Jpeg Converter wanted

[loco@maple.circa.ufl.edu]

I'm looking for a program to convert JPEGs to GIFs--preferably without 
requiring a shell.  

I found one that looks like it would work, but I can't get it to work.
It is called JPEG-CONVERTER-GS.BXY.  No matter what I do to this file, 
GSHK says that it's not a known archive.  Can someone give me some tips on
how to go about decompressing this file?

Thanks,
         -Bowie
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  LOCO@UFCC.UFL.EDU