Solution:(d) He said to me, "Don't jump to any conclusion." (Correct)(a) He said to me, "Not to jump to any conclusion." ("Not" is incorrect)
(b) He told to me, "Don't jump to any conclusion." (Change of reported verb to "told to" is incorrect)
(c) He said to me, "Not jump to any conclusion."(" not & to "are incorrect)
Note- The reporting verb 'Said to' in the direct form will convert to 'told' in the indirect form and 'Don't' in the direct form will convert to 'Not to in the indirect form. Going through the options, only option d satisfies these conditions