I am glad you worked it out.
I find the easiest way is using Manager. You can batch convert by selecting the files, right click and choose convert and it is done.
Do you have the latest version of Embird? It should open the latest version of Pes.
Have you got the JEF selected to open in Embird?
Half way down on the right side you should see the word Filter. To the right of that you click the formats you want embird to open make sure you have JEF selected.
Just reread your question and thought I may have misunderstood your problem.
Open Embird click on PES file you want then open Editor then click save as make sure you chose JEF and you will then have it in both formats.
i worked it out ,i copy and pasted onto my usb then in Embird I opened E ,select all and was able to open and convert to Jeff ,Embird would not let me open the Pes files ,but thats for your help babash ,I did try to upload a converter file once but it erased my Embrid