Converting PDF pages into pictures (OS X Mac)

So one thing I wanted to do recently was to have all the pages of a 20 page pdf file as individual picture files. But how to do this?

Well, I found information on this forum. Half way down gr8tfly says to:

1. load up the pdf file (i loaded in Preview)
2. File > Print
3. Click on PDF at the bottom left of the print dialogue box

1. 
   
4. Select "Save PDF to iPhoto"
5. Click "Print"
6. Open up iPhoto
7. Eventually it'll load the pages in as pictures. You can drag these out of iPhoto and do whatever you want with them.

In theory, Save PDF to ......... should work, but for some reason it wouldn't ask me which folder to save it all in. Easier to work out with iPhoto.