I think I'm being really dumb as I still don't understand.
As an experiment, I just converted the same RAW file as three JPEGs with varying DPIs: 10 DPI, 350 DPI and 50,000 DPI. In all cases, the files created are the same size as each other. As they appear to have the same amount of information, how can this affect the resolution?
Surely the printer just works out the DPI when you instruct it to print say a 3800x2500 image to 7x5 inch paper. It would be 3800/7 by 2500/5. Why should it be necessary to specify the DPI at the point of creating the JPG?
Very sorry to labour this but I want to understand it before I get a load of my shots printed.