Lynnie, Bernina has a simple program called "ARTlink 6" to convert designs that is free from their website.
http://www.bernina.com/en-US/Product...ArtLink-Six-en
I have it on my main desktop computer (running Windows 8) to download designs from the internet and save them to use on my machine. When I download designs, I save them to a download directory on my desktop, them open them with Artlink. There are a lot of free designs out there but not always in the format for my machine. This program will open most design formats (use the "open" command but scroll to the bottom of the drop-down box to choose "all design files" (otherwise it will look for .ART format designs), then you can "save as" the format you need, in your case .PES, but also to the drive you want, which would be the USB drive you can stick into you machine.
I have embroidery software on my laptop whis is in next to my machine. (I have Bernina 440 which has to be connected to a computer to embroider) I transfer between the 2 computers via a USB drive.