What program are you using? If you're using Flexi, Adobe CS3/4, Corel, etc, than you should be able to highlight the image and select "export" and jpeg should be a standard. Sometimes if you're using Adobe Photoshop, and are trying to "save as," it will only give you the photo shop option. But most programs should give you the jpeg, and about 20 other options!
Good luck,
Chris