Concatenation in batch files


Maybe my question will be stupid, but I am trying to concatenate some
strings in a list without success. My batch file has a loop through all
the files of a folder:

FOR %%a in (C:\Images\*.jpg)

I need to create a variable that stores the returned filenames
separated by an space, this way:
Image1.jpg Image2.jpg Image3.jpg

After that I will pass this variable as an argument to an executable.

How can I do that kind of concatenation?

Robert Scheer