may not be the right forums but..

I just recently downloaded a pack of icons on the site but they are all jpgs.
Is there any kind of art tool i should use to change the type?

yeah, I have the same problem wityh half the icons I d/l
If anyone can answer that...

Easy answer: Use Warcraft 3 Viewer, click on the icon that says: Convert ... to .blp. Just choose the file and how it gets saved...

Not sure which pack u sownloaded but if i was the wow one then u can go to darkys site and get one that is already conveted.

The problem is you have no Alpha channel in those files.