Update: In QGIS 2.2 all you have to do is load JPG or (ECW). If it has TAB file with the same name it should load on the proper place
From the mentioned link I am not able to find any link to download the file UT4RT.zip, all links to other forum sites. Anyway:
For the JPEG (or TIF) georeferenced in Mapinfo the georeferencing information is saved in tab file. The TAB is text (ASCII) file and the information can be obtained manually and recalculated for getting JGW (for JPG) or TFW (for TIF). But it is easier to use mapbasic script (MBX) if you have Mapinfo or try find other language script if you don't. The one I use is shared here:
For JPG all I needed to do was rename extension from tfw to jgw and open jpg in QGIS and it was on right spot. Not sure how big is your bit off - if the project CRS and jpg CRS is set to the same as TAB and Map window Projection in Mapinfo, it should be on the exactly same spot - but I never checked in detail so it can be slightly off.
All ECW I had were always georeferenced (georeferencing information was included directly in the file) so all I had to do was to load it into QGIS (only some versions supports ECW format). If that doesn't work, convert ECW to JPG or TIF in QGIS.
(In QGIS 2.2 go Raster/Conversion/Translate select JPEG format for output file (GeoTIFF and consider using creation option JPEG compression for reasonable file size)