What happens when you try? If there is an error message, please quote the complete unedited word-for-word error message.
Also, what version of Lightroom are you using? What camera took these photos? Are the original photos JPG or RAW?
It finally went to dng after I posted it.
It looks like the new Lightroom converts to dng after importing.
Yes, it does that in order to expedite the download process so that you can move on to other things during the conversion.