I can't seem to get it to export Jpegs in Premiere 6.0, I go to
then in the drop down box I can select TIFF sequence, Gif sequence, Targa sequence, and Windows Bitmap Sequence. No option for Jpeg Sequence though.
However you can do it in TMPGEnc, which you can download here: http://www.tmpgenc.net/e_download.html
open your video file in the bottom left "video source" box
File>Output to file>Sequence BMP/PPM/TGA/JPG file
should do what you're after, although you'll have to export your project from Premiere and import it to TMPGEnc, which is a bit lame.
Panasonic SD9, Panasonic NVGS-75, Canon MV600i