How do I animate .jpgs?
You don’t. There is a standard called MPEG (Motion Picture Expert Group) which does this. MPEG uses JPEG-like compression, but also save about 3/4 of all frames as “difference frames”, only storing the change from the previous frame. MPEG also supports sound in its newer incarnations. See the MPEG FAQ at http://www.faqs.org/faqs/mpeg-faq/part0/ for more information about MPEG.