I have had this problem for a while. The best way that I have found for good graphics while using latex is to journal the graph you want in JMP, use the 'SELECT' tool (fat plus) to select the components that you want in your graph and DRAG it into a vector editor such as Adobe Illustrator or Vector Designer (if you are using mac). Then resize as needed and export as a "high quality print" PDF. This does a great job at producing 300dpi versions of the 72dpi JMP Graphs that are now vector images and can be zoomed in or out to your heart's content.
Here is the syntax for the proper way to reference a pdf image file in latex:
\begin{figure}
\begin{center}
\includegraphics[width=3.5in]{JMPgraph.pdf}
\end{center}
\caption{My beautiful 300dpi JMP Graph.}
\label{fig:JMPgraph}
\end{figure}
