keyframe error

c:\temp\companyFiles>ffmpeg -i "M2U00001.MPG" -f mjpeg -t 0.001 -ss 3 -y "newTest.jpg"
ffmpeg version N-42347-g299387e Copyright (c) 2000-2012 the FFmpeg developers
  built on Jul  8 2012 15:48:29 with gcc 4.7.1
  configuration: --enable-gpl --enable-version3 --disable-w32threads --enable-runtime-cpudetect --enable-avisynth --enable-bzlib --enable-frei0r --enable-libass --enable-libcelt --
enable-libopencore-amrnb --enable-libopencore-amrwb --enable-libfreetype --enable-libgsm --enable-libmp3lame --enable-libnut --enable-libopenjpeg --enable-librtmp --enable-libschro
edinger --enable-libspeex --enable-libtheora --enable-libutvideo --enable-libvo-aacenc --enable-libvo-amrwbenc --enable-libvorbis --enable-libvpx --enable-libx264 --enable-libxavs
--enable-libxvid --enable-zlib
  libavutil      51. 64.100 / 51. 64.100
  libavcodec     54. 33.100 / 54. 33.100
  libavformat    54. 15.102 / 54. 15.102
  libavdevice    54.  1.100 / 54.  1.100
  libavfilter     3.  1.100 /  3.  1.100
  libswscale      2.  1.100 /  2.  1.100
  libswresample   0. 15.100 /  0. 15.100
  libpostproc    52.  0.100 / 52.  0.100
[mpeg @ 00000000002cf220] max_analyze_duration 5000000 reached at 5005000
Input #0, mpeg, from 'M2U00001.MPG':
  Duration: 00:00:39.00, start: 0.220133, bitrate: 5625 kb/s
    Stream #0:0[0x80]: Audio: ac3, 48000 Hz, stereo, s16, 256 kb/s
    Stream #0:1[0x1e0]: Video: mpeg2video (Main), yuv420p, 720x480 [SAR 32:27 DAR 16:9], 9100 kb/s, 29.97 fps, 29.97 tbr, 90k tbn, 59.94 tbc
[graph 0 input from stream 0:1 @ 0000000004097b00] w:720 h:480 pixfmt:yuv420p tb:1/90000 fr:30000/1001 sar:32/27 sws_param:flags=2
[output stream 0:0 @ 0000000004097a60] No opaque field provided
[auto-inserted scaler 0 @ 0000000004097940] w:720 h:480 fmt:yuv420p sar:32/27 -> w:720 h:480 fmt:yuvj420p sar:32/27 flags:0x4
Output #0, mjpeg, to 'newTest.jpg':
  Metadata:
    encoder         : Lavf54.15.102
    Stream #0:0: Video: mjpeg, yuvj420p, 720x480 [SAR 32:27 DAR 16:9], q=2-31, 200 kb/s, 90k tbn, 29.97 tbc
Stream mapping:
  Stream #0:1 -> #0:0 (mpeg2video -> mjpeg)
Press [q] to stop, [?] for help
[mpeg2video @ 0000000000374120] warning: first frame is no keyframe
frame=    1 fps=0.0 q=0.0 Lsize=      39kB time=00:00:00.03 bitrate=9683.6kbits/s dup=1 drop=0
video:39kB audio:0kB subtitle:0 global headers:0kB muxing overhead 0.000000%