Continuations are a too highlevel mean to do lowlevel tasks.
Scheme as a teaching language and in it's emphasis on "purity" and
"theoretical elegance" has a use for continuations because it is a good mean
to let students implement more complex control-flow things like exceptions or
threads in a language that is substantially higher than assembler.
In Common Lisp - which is a Lisp dialect coming after Scheme - the designers
(some were former Scheme designers) decided that it is a better idea to
provide such things like exception-handling and multithreading as
special-purpose implementation. Experience shows that if it is done in
specialized efficient code you can easily get a performance boost factor of
somewhere around 100.

ciao,
Jochen