Hi,
I have seen Files of type .jpeg being successfully opened and saved as PDF. In particular what was the file type you tried to convert to PDF.
For the Attach to email to work you have two options;
If outlook installed natively then you have to make Outlook.exe available to the thinapp. Please follow the guidelines in here http://blogs.vmware.com/thinapp/2011/12/enabling-send-as-email-attachment-in-thinapp-packages-when-o...
Hope this helps.
GURU