To work harden your jump rings, pick up a jump ring in your chain nose pliers with the seam facing up. Grasp the other side of the jump ring with your other pair of chain nose pliers and gently wiggle the ring open and closed a few times until you feel it start to stiffen.
Congratulations, you've work-hardened your jump ring for a long life!
If you have a few pairs of shaped mandrel pliers, you can use this technique to make custom-shaped jump rings for your wire jewelry creations and designs. Enjoy!