NEF to Jpeg?

Hi

I am trying without much success to save and convert a NEF file in Adobe Photoshop Elements 4.

I can open them in Editor, adjust temp, W/B and so on, but I cannot see how to convert to jpg. It keeps telling me to save in DNG format..
I have a couple of pics I need soon, any advice would be great
Thanks
Dave
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Loving the learning, enjoying the ride...
Nikon D50,Sigma 17-70 MacroF2.8-4.5
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