This program extract the embedded JPG/JPEG/JFIF files from CR2 (RAW) files at lightning speed (especially if you don't choose the automatic rotation).

For now, it has been tested thoroughly for CR2 files from the Canon 30D, 5D Mark II, 5D Mark III and 7D but it seems to work on the CR2 files from the 40D, 20D, 5D Classic, 1D/1Ds Mark II and III and 1DX that I found on the internet...

Get it here.
Main source code here (C#).