Mike - I've converted a few coloring book images for scrolling. It's not hard at all - mostly you're adding bridges where 2 lines intersect (the bridge looks natural in that location).
1. Copy the image then paste into GIMP. Or save it to your disk, then Open it in GIMP.
2. Use the fill bucket to start filling black at one corner of the page, outside of the drawing.
3. Anything that does not turn black is a floater. You need to put bridges to support the floaters.
4. Hit Control-Z to undo the fill operation (you should see the original drawing again)
5. Add bridges. You can do that by setting the color to white (hit the arrow near the Black/White box to make white the foreground color) and using a small pen (2nd or 3rd from smallest) to white-out a small section of the line surrounding the floater. It's best if you can find a location where one line Tee's into another line - white-out the very end of the line that is Tee-ing in. If you can't find one, then just white-out some part of the line.
6. Continue back at (2) to find and remove all floaters.
7. When there are no floaters, go back and look for weak spots - places where one small bridge is supporting a big floater, or where a long peninsula sticks out and might be fragile. Add bridges to strengthen those weak spots.
8. You can use [Image][Scale image] to change the size to what you like. I usually try to get it to a standard frame size - 5x7, 8x10, etc. so it's easy to frame. Walmart sells frames for $3.
That's about it.
I usually use Inkscape to turn that image into a trace - it smooths out the edges a bit - and to make the Red/Gray image for cutting, but you can live without that on the scroll saw since it will smooth edges as you cut.
PM if this is not clear.