Running batches in CS2

I am trying to change the resolution of my photographs and created an action for it. I am finding that when I run the batch in CS2, it does not save the photo without asking for a ''JPEG OPTION.'' Which means I can not run the batch without sitting at my computer ready to hit the ''ok'' button for every photo. I have created the action in several different ways and I still have the ''JPEG OPTION'' prompt come up. What am I doing wrong?