How do I create a single PDF file with multiple pages?

Hi, I occasionally need merge several jpg images into a single pdf file with multiple pages (one Jpg per page). I have tried doing this on Preview, and by selecting all the pages I want to include in my document and trying to save to Pdf through the "Print" function, but every time it only saves the first page.

Can anyone tell me if there is a way to save multple-page pdf files without having to purchase a specific program (i to this too infrequently to justify the cost)?

Thanks very much,