converting .jpg to .hdr

say I want to convert JPEG angular map in to HDRI, can I do it in HDRI Shop?

I tried simply saving image as .hdr, but when I render result is same as if when I render with jpg, I mean thare no changes in lightning

is there tut or something

Simple answer no.

You can create the file, but HDRI images use more than an 8 bit color depth so saving a jpeg as HDRI will only give you the same color depth where picture taken or created as HDRI use I think 16 bit floating point values to store the colors, giving a mush broader range of colors and illumination.

what do you want to do with your fake hdri? you can fake (I say fake but all cg is fake) some of the look of hdri by creating a hdri from a jpeg in hdrshop but I would first try to copy the jpeg with gimp or PS to simulate difrent camera exposures then compost the series with hdrshop. then save as a hdri, this realy isnt a hdri but you can get some good results. when you render with yafray play with the exposure and gi intensity. I have made some real( I think) hdri with blender.
if you want some more info or ideas pm me this topic is some thing I like to play around with.