Jorgensen and Leopard Trek's O'Grady burst away four laps from the finish and hung on to finish eight seconds ahead of the peloton.
The Dane had the greater speed at the end though as he picked up his first victory as a professional.
Robert Wagner (Leopard Trek) won the sprint for third.
"It's amazing to see Jonas win. He has shown great progress during this season and I am truly happy to see him get a strong result of his efforts," said Saxo Bank Sungard sport director Fabrizio Guidi.
"It's certainly a great victory for Jonas, but it's also a great victory for the team."