The muscles you're exercising can also play a role in erections. I can't remember, but I think it's from increased pumping and blood holding strength. I know for me a few contractions will help me achieve quicker and stronger erections.
Contracting the muscle will also cause your penis to move, especially when erect. That's probably what you mean by jumping.
The other possibility is that your contractions are stimulating your prostate causing arousal. The prostate is above these muscles and a tight contraction can affect it. That is at least on of the reasons contracting these muscles is connected with orgasm and ejaculation.
Finally, why are you doing kegels? Erection reasons, stronger orgasms, or premature ejaculation?
If you're doing it for premature ejaculation, you might find it's not in your best interest. The flexing of those muscles is what often triggers ejaculation. Give it a try sometime while you masturbate and you'll see.