|You must have the Control Panel - Folder Options - View settings set so the file extensions show up in Windows, otherwise most of them will not be displayed by default. E.g. remove the checkmark before Hide extensions for known file types, click on OK to Save settings.|
If the CD you copied has hidden files on it, you must also allow Windows to show hidden files there, so that the burning program can see them, otherwise the copy may not work.
There are freeware programs on the web that can convert one sound file type to another.