Another possible solution: You can do this with ISDX, too.
If you are using WF2 (and have ISDX), you can use the Trace Sketch tool to place the JPEG on a datum plane. Position it appropriately, then select the plane as the active style plane.
Create planar curves which trace your logo. This is where you have to be careful: The endpoint of every new curve must be snapped to the very end of the previous curve. You can either snap it to the vertex directly, or snap it to the curve and drag it all the way to the end (btw: SHIFT snaps the point). If you don't do this, you will not be able to create a solid later on.
So now you have a style feature with a series of curves which have traced your JPG. Hide the JPG from the Trace sketch menu. Finish the style feature and start a new sketch on the same plane that you used for the style.
Choose the "use edge" tool and choose "Loop" as your option. Select the style curve and it should select all adjacent edges.
If all went well when you created the style, you should be able to select the sketch now, press extrude, and get a solid right away. If you see just a surface, the section isn't closed. If you see a surface that does some really wierd stuff (i.e, it doesn't know what side is what, when you see it, you'll know what I mean), it means that the start point of a curve is not at the end point of its previous curve.
This method allows you to also dynamically manipulate the shape in ISDX without all those annoying dimensions in sketcher. Creating it as a surface quilt with capped ends will allow you to manipulate it even further using the warp tool.