if it is the triple jump, make sure you are running (holding down B). otherwise it doesn't work, and even then, it's kinda wonkey. Love the game though.
and for those pissed about the sparse save opportunities....BEAT THE GAME REAL QUICK. (no, time has nothing to do with this, I just mean don't bother wasting time) Screw getting all the hidden coins and extra level paths. Once you beat the game, you can save at any point, not just after castles/spending coins.
Also, Toad houses don't dissappear after using them once you've beaten the game.