How to change a NEW to a JPEG file?

Someone got a hold of a my camera (Nikon D40) and screwed around with my settings, changing my JPEG to NEF. Now that I have uploaded them to my Windows Vista, they can't be viewed.
Much advice is appreciated.

Added (1). I would not know how to name an extension…

Have you tried renaming the extension to JPEG? Or has the file been changed to another format.

I can't remember exactly where the option is but its in your camera options under main or device settings. It should have an option there to change the output format to jpg, nef, etc.

You have to change the file type in the camera (read the manual - it's different in every camera). Then upload the pictures to the computer.

(Never just rename an extension - even if you knew how. Calling a.nef file.jpg will just make it a useless file - it's NOT a.jpg file. A rose by any other name may be as sweet, but calling a rose a duck won't make it quack.)

OK. You have a few options here. What has happened is that your camera has been put into RAW mode. Basically, this means that you can do a LOT more with the pictures once you have them downloaded onto your computer, but you will need the correct sopftware to be able to manipulate the RAW data. For straightforward viewing, I'd recommend looking at something like ACDSee or XNView. A quick Google should throw up links for both.
The fun part comes if/when you want to start editing those pictures. Although support for RAW format is grwqoing, it isn't quite as widespread as it might be.So, you may well be looking at a higher end editor, PaintShop Pro, Photoshop, Gimp etc) rather than straightforward Paint.
You could always read the camera manual and change the setting back to Jpeg or TIFF… (;-p)