I have a wonderful JR and have had him from birth. Whilst Ive never had this problem the lady who gave me my dog had a similar situation with one of hers. She told me that the best way to stop the behaviour is each time you're leaving, hold your hand just above the dog (so as to get his attention) and say firmly in a deep voice 'no!' Eventually, he will catch on that he's to not do this. As my dog got older he developed a fondness for my slippers and at night when I'd go upstairs he would decide that my arrival at the top step was an invitation for him to attack my slippers. I practised what my friend taught me and it worked! So it may work for you. If you don't have success, try asking the people at:
http://www.jack-russell-terrier.co.uk/ They may have a collective answer. Best of luck!