Dragging and dropping is not an ideal solution, as the program may require additional parameters.

Click start > run, and type "cmd" into the box and press Ok.
This will pop up a "DOS" window, and all you need to do is change to the directory with the conversion program (cd C:\path\to\conversion\program), and run it by typing the name of it. You can probably include a parameter like -help to get basic usage information.