Photoshop Cs2 question from a thicky

[Sploosher]

I have just installed CS2 as a freeby from Adobe.

I just tried a quick HDR test using 5 images ( at 0.7 ev steps) taken in jpg on the A700, using CS2 I merged
them into an HDR and then went to save it.

The options did not include jpg, so I let CS2 use its PBM format, thinking I would to be able to save it as a jpg later for posting on forums etc.

So far I have had no luck, I even tried using image ready to see if that would make any difference, but that failed to open the PBM image, can someone please advise what I am doing wrong, I realise it may be something so simple but I cant get my (old) head around it.

Thanks in advance

EDIT, i have just managed to sort this, by lowering the image to 8bit and selecting RGB for the colours, but now I am having trouble finding how to put my normal black and white borders on the image

[Jigsaw]

If I want to save as a JPG rather than the default within GIMP or Photoshop CS8 I export it (File-Export) and save it in another folder on my desktop etc. Try it mate. I can't see why it would be different in CS2.
If it does not work that way you could try File-Save for Web. This gives you the choice of Gif, Jpeg etc as well.