procedure TForm1.ScanImage;
var ImgTmp:TImage;
n:Integer;
TestDib:HBitmap;
i: integer;
 Fnam: string;
begin
  ImgTmp:=TImage.Create(Self);
  TWAIN_SelectImageSource(Handle);
  TWAIN_AcquireNative(Handle,0);
  n:=TWAIN_GetNumDibs;
i:=0;
for i:=0 to n -1 do
begin
  Image1.Picture:= nil;
  TestDib:=TWAIN_GetDib(i);
  CopyDibIntoImage(TestDib,ImgTmp);
  TWAIN_FreeNative(TestDib);
  Image1.Picture.Bitmap.Width:=ImgTmp.Width;
  Image1.Picture.Bitmap.Height:=ImgTmp.Height;
  Image1.Picture:=ImgTmp.Picture;
  Fnam:=Edit1.Text+Edit2.Text+'_'+IntToStr(i)+'.jpeg';
  SaveJPG(Fnam);
  CheckListBox1.Items.Add(Fnam); // отношения к скану не имеет
  CheckListBox1.Checked[CheckListBox1.Items.Count-1]:=True; //  и это тоже
end;
end;

uses gpeg;

...

procedure TForm1.SaveJPG(var fname: string);
var
 OutStream: TFileStream;
 JpegImage: TJpegImage;
begin
   JpegImage := TJpegImage.Create;
   JpegImage.Assign(Image1.Picture.Bitmap);
 try
   OutStream := TFileStream.Create(Fname ,fmOpenWrite or fmCreate);
   JpegImage.SaveToStream(OutStream);
 finally
   OutStream.Free;
 end;
   JpegImage.Free;
 end;