PgUp/PgDn should get you what you want. Note: if you want to go to the last Frame of Clip A, then PgDn will take you to the first Frame of Clip B. Just hit the left-arrow cursor key to step back 1 Frame.
[Edit] Jim beat me to it.
Bill inadvertently brings up a good point.
CS6 is sufficiently different than any previous version that we really should have this forum specifically for CS6 alone, and separate out the older CS5 and 5.5 questions into their own forum. This question highlights one of those differences.
For CS6 with the default keyboard shortcuts, I'm right. For any previous version or if you changed the default shortcuts to 5.5, Bill is right.
thx Guys !
Ya, I use CS6 ... should have mentioned.