Depending on your printer, if you're doing a CD cover (complete layout) in my experience they've wanted the layout & text in QuarkXpress (or other accepted program) and the images are 300 dpi, .tiff and in CMYK. ... and don't forget to include your fonts.
For other printers I work with, they will ask for .pdf but can accept full size , 300 dpi .jpg's saved at the highest setting (12 in PhotoShop).
All in all, the best thing to do is ask the printer, like Jacorre suggested.