I have 1260 pictures files with a jpg extension, and I want to convert
all these files onto a DVD disc. What is the software that will do
that job, and yet will allow me to keep the original files with a jpg
extension

What you will need is a slideshow DVD authoring program. I have never
done this so I can't personaly recomend any perticular program, but
you could try this link to 4 tutorials on making slideshow DVDs using
diferent programs.
http://www.videohelp.com/guides.php?tools=&madeby=&formatconversionselect=&howtoselect=3%3B52&orderby=Date&listall=1&hits=25&archive=%25&listallusers=&search=Search+or+List+Guides

I have used Ulead DVD Movie Factory for this type of disc creation. It
is an easy to use program that has a 'wizard' type interface that
starts by asking you what you want to do. They also offer a product
called Ulead CD & DVD PictureShow 3 and a trial available at:

http://www.ulead.com/dps/trial.htm

The ULead product I use has worked well for me and I recommend their
products for home users.

I use memoriesontv which can store a copy of jpgs on the disc in
addition to the slideshow files.  What I like most about it is that it
has the ken burns effect.  They also have a trial version.

see

http://www.picturetotv.com

BTW, I do not work for them...I'm just a satisfied customer.

anotherbrian provided a good website for vcd/svcd/dvd authoring.  i
like that site too.

What is your operating system ?