Some JalapeÃƒÂ±os may not turn Red, you may need a certain breed for that. However, my boyfriend and I grew Cayenne peppers in the garden last summer. When they took forever to ripen, I picked them because I am extremely impatient. I put them on a counter and forgot about them for a while because we weren't sure what we wanted to do with them.
A few days later, however, I noticed that the peppers were turning red, right on the counter. I realized that this was because they were right under my kitchen light. I looked it up and sure enough, peppers can ripen off the plant (at least, the color can change and the sugars in the pepper can develop a little more fully) if a light source is used.
Good luck if you encounter this issue again.