How to convert HTML to a JPEG?

You sorta can't. They're two very different things. HTML is the standard programming language for web pages, so an HTML file just contains text, where as a JPEG is an image. Your options are to take a screen shot of the source code (the HTML file) you can do this by opening the HTML file in like note pad, and then press the Print Screen key (it might be labeled Prnt Scrn [if you're on a laptop, you might not have this key, if you don't, go to Start>All Programs>Accessibility>On Screen Keyboard, and click the Print Screen Button]), then open Paint, hit Edit>Paste (or Ctrl+V), and then go File>Save As and save it as a JPEG. The only other option is to do this same process, except open the HTML file in a web browser (such as Mozilla Firefox) So that you're taking a screen shot of the web page as opposed to the source code. Be aware though, it will probably be missing all the embedded content of the page if it's not your own site (e.g. images, music, video, etc...).

There a software called HTML2JPG maybe you can try, it claims that it could convert HTML documents into JPEG images.
http://www.html2jpg.com