How to turn NEF files into JPEG files?

I have a D3100 Nikon camera that I just got and had taken almost 900 pictures on the memory card that I have and downloaded them all onto my computer. I'm trying to upload them to walgreens.com but it won't upload the NEF filed pictures. How do I change the format of these NEF files into JPEG files? It seems like the NEF files are like 4 times bigger than the JPEG ones and I just don't get it. It's getting quite frustrating.

Here you go, man.

http://image.online-convert.com/convert-to-jpg