Newbie with converting programs problem...

Hello everybody, I am new here, so it's possible You already have heard this question dozens of times, but at least You could send me to the right zone of the forum or just answer here. I downloaded lots of "paf" applications, but I would like to try and convert some freeware programs downloaded from the web. I tried to see how to do on the website, but I couldn't find it.Where is it, or how to? Another question, what should I do to make my USB pendrive boot the main program just after Windows has opened? Thanks in advance!!