What program are you using? I use PSE8 and to open a JPEG in Adobe Camera Raw I do this: Open the editor. File. Open As. Choose file. In the "Open As" box, scrolle down to Camera Raw. Hope that helps!
RAW format is basically just the information direct from the camera. It's not even really an image at this point, although it does have an embedded jpeg so that we can preview it. RAW files must be 'cooked' before they become a standard image file, like JPEG, TIFF, PSD etc. So just like you can't really get raw beef from a cooked hamburger, you can't get a RAW file from a JPEG.
This is one of the many good arguments to always shoot RAW. You can get a JPEG from a RAW files, but you can't go back.
