I may not be understanding your question, but this is how I would do what I think you're trying to do:  Go to the program that you're printing the .jpg files from and print the first one to PDF reDirect.  PDF reDirect comes up, but don't do anything with that - just go back to your JPG program and print the second .jpg file.  Same way for the third.  Each time you print a file to PDF reDirect without closing it, the next files is just added to the merge list.  Once you've got all three, go back to PDF reDirect and hit Save which saves all three merged together to a single PDF file.  It's so simple, it's easy to miss!