The convert command-line tool from ImageMagick is the easiest way I know to convert a bunch of images into a single PDF document. It is as easy as:
convert *.jpg paper.pdf
(Make sure the ImageMagick installation path is in your
%PATH% environment variable for this to work from any directory.)
I typically use this to convert the scans of old CS papers. Even today there is a surprisingly large amount of old CS papers that are not available online in a digital format. The only option is to head down to the library, get hold of the journal and either photocopy or scan the pages. I always prefer to scan in the paper as JPG images, then straighten and edit the images a bit in Picasa and then convert it into a PDF document.