? on uploading my own "style"

so i finally got over the PAINT renders and i JUST got photoshop and i am using it for the first time, i was wondering how i could go about uploading a jpg so that it is a style option? ...when i go to load my own style, it asks for a .PAT file, so a jpg is not accepted...is there a file converter or something...kinda lost on this one, any help will be appreciated.