Comment 1 for bug 170339

http://www.inkscape.org/cgi-bin/wiki.pl?ReleaseNotes039

The Import command supports all of the bitmap formats that
are covered with GdkPixbuf (PNG, JPEG, TIFF, TGA, BMP and
more).

I would have sworn Inkscape could already export to JPEG but
I dont have a working build in front of me to double check.
If you cannot export to JPEG is suspect you might just have
a bug, I think some of the windows nightly builds had
problems for a while that have been resolved.
Please do check out Inkscape 0.39