If you are talking about the Windows Pictures library, then it might be necessary for you to download a DNG codec. As simple Google search should find one for you. But why do you want to convert to DNG? What is it that you are expecting to gain from doing that?
I am under the impression that to upgrade to ACR 8.1, I have to use the DNG format. Is that not true? How do I upgrade to ACR 8.1, to get all of the benefits of it in CS 5.1? Everytime I jump from Lr4.4 to CS 5.1, a message box appears that I do not have the latest ACR, therefore, "not the full benefits."
You are using an "obsolete" version of Photoshop, CS5.1. The last version of ACR supported by CS5.1 is 6.7. If you definitely have 6.7 installed, then you have the "latest".
Your confusion may be due to the fact that you need "DNG Converter" to support new cameras' raw formats in older versions of Photoshop. This is because Photoshop has supported DNG for 10 years, but only new versions of ACR/CS support new proprietary raw formats (because you can't decode something that hasn't been invented yet).
Raw files have limited support in Windows, but you might want to Google "Nikon DNG Codec" to get OS support for raw thumbnails in Explorer. I don't know if this is supported in Windows 8.
I wrote an article on the subject which might help. http://yphotography.co.uk/articles/get-adobe-camera-raw-acr-open-photos/