So I need to jump to the Pyrenees for my first mission, and I do as I did last time I played (and as the manual states one must), fly close to jump point and press 'j'. Unfortunately, this doesn't make me jump. Any ideas on why this happens? Is my copy of the game defective, or is there something else you have to do before you can jump?

You need to buy a Jump Drive from the ship dealer for 10000 credits first.

D'oh! Thanks!