you cant!
unless you build the compression/decompression yourself.

I have been looking around for the same thing to build video conferencing into my phone using j2me. I found it might be easier to use c++ on symbian(compiler costs 700.00(assuming this is for a cell phone using symbian os)) or convert to .png which is lossless and supported by j2me.

Another option would be to look at jpeg specs and as mentioned of write the 3rd party software yourself.

justin.

PS. however if you have better luck finding the compressor/decompressor than I let me know(justinbh2@hotmail.com)