To export .BMP image files under Windows Vista (using VS2005), I used EasyBMP (http://easybmp.sourceforge.net/). This should actually work on any platform because you just get the source code and incorporate it into your project. The code will then look something like this:

   
   #include "easyBMP/EasyBMP.h"	// or whereever you put it.

   ...
   
   static int frameNumber = 0;
   float* pixels = new float[640*480*3];
   glReadPixels(0,0,640,480,GL_RGB,GL_FLOAT, pixels);
   BMP newBMP;
   newBMP.SetSize(640, 480);
   for (unsigned int i=0; i<640; i++) {
       for (unsigned int j=0; j<480; j++) {
	   newBMP(i, 479-j)->Red = pixels[j*640*3+i*3] * 255.0f;
	   newBMP(i, 479-j)->Green = pixels[j*640*3+i*3+1] * 255.0f;
	   newBMP(i, 479-j)->Blue = pixels[j*640*3+i*3+2] * 255.0f;
       }
   }
   char frameName[80];
   sprintf(frameName, "images\\frame%06d.bmp", frameNumber);
   newBMP.WriteToFile(frameName);
   frameNumber++;