Batch saving

I've looked in the memories but can't find what I was looking for. If it IS in the memories and I just didn't look good enough, please point me in the right direction :)

I've seen somebody mention that you can do 'Batch saving' in Photoshop. Well, I've capped a movie with PowerDVD and they are all BMP and instead of changing them one by one, I would like to do batch saving them as JPG's.
The problem is I can't seem to find/work out how to do that. Can any of you help me?

Thanks in advance