If you know that a file has been deliberately given the wrong file
extension, like .zip when you know it's really an mp3 file, you can just go
into Windows Explorer and rename it to .mp3 with a right-click. With
picture files, you can "save as" and change it to a bmp file if you like.
Just changing a file extension doesn't "convert" from one file type to
another, though. You can't just re-name a wav file to mp3 and expect that
it's now an mp3 file.
What exactly are you trying to convert or re-name?