I've found an editor called IrfanView. It's really annoying in that it takes over as the primary program when you open any kind of .bmp or anything, but it's handy when you know how to use it. I found it on Scindex.com in the starcraft others.
Oh, and .gifs are animated files, you'd need some soft of animation editor for that.
Open the .bmp file in paint. Save as .jpg.
Open in paint, save as. Lazy.
I got ACD See. IT can change any picture into Anything.