Weird. I don't seem to have this problem.
Heres how I did it (in 0.3 and trunk):
1) Ran the client, started map01 and opened the console
2) Typed in "allowjump 1" and bound the jump key
However, I did discover that at the titlescreen when first starting the client (before the demos start), I could not set allowjump 1 in the console, got this message:
"allowjump is under server control and cannot be changed"