Actually when you cook Jalapeno's the heat gets a bit less since when you cook Jalapenos the heat from cooking the Jalapenos breaks down the capsaicin in the skin, reducing the pepper's heat.
There's also another term when it comes to cooking or roasting Jalapenos known as Fire Roasting which also reduces the heat from the hot peppers.
The fire roasting of the Jalapenos also lowers the Jalapeno pepper's heat while giving the pepper a sweet and smoky flavor.
So while the heat won't be drastically reduced while cooking the Jalapenos the heat will be reduced somewhat when you cook them.