This is answered in Series 3 Episode 11, Utopia - the first episode of the main show in which we find out about Jack's immortality.
Liath's answer is correct, but for one missed point: it was due to Rose's humanity that the Bad Wolf brought Jack back to life permanently rather than just giving him ordinary life.
Jack's life is now a fixed point in space and time:
DOCTOR [behind door]: That's why I left you behind. It's not easy even just looking at you, Jack, because you're wrong.
DOCTOR [behind door]: You are. I can't help it. I'm a Time Lord. It's instinct. It's in my guts. You're a fixed point in time and space. You're a fact. That's never meant to happen. Even the Tardis reacted against you, tried to shake you off. Flew all the way to the end of the universe just to get rid of you.
JACK: So what you're saying is that you're, er, prejudiced?
DOCTOR [behind door]: I never thought of it like that.
JACK: Shame on you.
DOCTOR [behind door]: Yeah.
And about how he actually came back to life (some less relevant dialogue removed here):
DOCTOR [behind door]: Rose. She came back. Opened the heart of the Tardis and absorbed the time vortex itself. No one's ever mean to have that power. If a Time Lord did that, he'd become a god. A vengeful god. But she was human.
(Flashback to Parting of the Ways, Floor 500 of the satellite.)
ROSE: I bring life.
(Jack remembers his first coming back to life.)
DOCTOR [behind door]: Everything she did was so human. She brought you back to life but she couldn't control it. She brought you back forever. That's something, I suppose. The final act of the Time War was life.
All quotes are from the transcript of Utopia; all emphasis is mine.