Your question is extremely unclear. What does convert [anything] into a transparent image mean? If you start with a non-transparent image, what do you want to make transparent?
Note that the JPEG image format does not support transparency. So a jpg image will never have any transparency info. If you want to save an image that contains transparency you have to use a different format. PNG (my favorite) and JPEG2000 (completely different format to JPEG) both support full transparency.