why would you want to? jpeg is designed for photographs, not graphic art, and a screenshot is comprised of primarily graphics (in the form of art and font). Graphics are preserved in a .png format to prevent the compression and pixellation that occurs often when saving a graphic as though it were an image.
ex;
Graphics saved as jpeg will almost always be fuzzy, so I'm just curious as to why you'd screenshots in the jpg format?
Not trying to be a jerk or anything, just curious!