When Magento enters the checkout process it 'reserves' an increment_id and places it on the quote (cart) object. You can see the code that gets an increment id at:
Mage_Eav_Model_Entity_Type::fetchNewIncrementId()
This behaviour exists to allow Magento to send payment gateways the final order id (increment_id), before the order is completed allowing the gateway to associate the order id with the order. If the customer abandons the payment process in the gateway.
If you want to find your 'missing' increment_ids, take a look in sales_flat_quote under the field reserved_order_id. You should see them attached to unconverted quote objects.
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magento order id increment jumps