According to the following URL, it appears that the GigE port on the 2821 and 2851 does support jumbo frames up to 9000 but I'm not sure about the FE port on the 2811.
http://www.cisco.com/en/US/products/ps5854/products_qanda_item0900aecd80169bd6.shtml
What is the purpose of you configuring jumbo frames for BGP, if I may ask?
Hope this helps,
Harold Ritter
Sr Technical Leader
CCIE 4168 (R&S, SP)
harold@cisco.com
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