Groove_remover, you can change the file extension in Windows Explorer, just right click and select Rename, but this doesn't change the file type. If the file downloaded to you is an exe, then it won't become an MPEG just by renaming it. What often happens is that a file is downloaded as a self extracting zip file. Double clicking the file causes it to extract itself. Try this and you may find that it generates the MPEG file you were expecting.