Converting a PDF file to JPEG format requires either Adobe PDF Pack of Adobe Acrobat. You can try Acrobat for free for 30 days, if you'd like. See www.adobe.com/products/acrobat.html for more information.
I am trying to use PDF Converter to convert a pdf file to a jpeg file, but for some reason it wants to save and open in Paint Shop Pro which will not open the file.
Do you mean that when you double-click the converted file, Paint Shop Pro opens? Is there a different app that you'd like to open the JPEG in? It sounds to me that the filename association on your system equates .JPG files with Paint Shop. You can change the application used to open a file by right-clicking it and choosing Open in from the pop-up menu.
Please let us know if you're still unable to open the JPEG file in a different application.