convert to dng on import - using bridge - I do not see file extension for dng

I am importing directing from card inserted into computer slot using bridge, I check the box for convert to dng and nothing but .jpg - not sure why or how? Anyone actually work with this and have done this?

from the Adobe site:

"Raw file formats are becoming extremely popular in digital photography workflows because they offer creative professionals greater creative control. However, cameras can use many different raw formats — the specifications for which are not publicly available — which means that not every raw file can be read by a variety of software applications. As a result, the use of these proprietary raw files as a long-term archival solution carries risk, and sharing these files across complex workflows is even more challenging.

The solution to this growing problem is Digital Negative (DNG), a publicly available archival format for the raw files generated by digital cameras. By addressing the lack of an open standard for the raw files created by individual camera models, DNG helps ensure that photographers will be able to access their files in the future."

I'm guessing you only have .jpg files on your card in which case you have nothing to convert to .dng.