Jon_King - 2:21 am on Apr 7, 2003 (gmt 0)
This is easily done in Photoshop. If you are encountering problems with jpegs you are likely using the "save for web" option for creating your jpeg.
Use "save as" instead and choose jpg from the file type drop down. This will allow for CMYK 300 dpi (or any dpi) jpg files.